|
- UID
- 217794
- 帖子
- 294
- 主题
- 142
- 注册时间
- 2011-5-24
- 最后登录
- 2012-9-12
|
| i think you might have mixed up some terms there. You can of course have an AR(2) model with t-1, t-2, and still have a seasonal term at t-4 or t-12. Any of the autorcorrelations that are significant should be added as a lag |
|
发表于 2011-7-13 16:11
|