如何用ACF图和PACF图对ARIMA模型定阶? - 知乎

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先detrend,然后利用 augmented DF test 决定做几次差分,然后再看ACF和PACF,看看是不是MA或AR,如果都不是,那就用AIC,BIC或EACF之类的东西定ARMA的阶。


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