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AR(2) is x(t) = b0 + b1 * x(t-1) + b2 * x(t-2) + variance
AR(2) AR(1) + seasonality lag
You would use AR(2) if you felt that there was a 2 period relation to the current variable value. The AR(1) + seasonality is used to construct a relation between the current and previous values compensated for a seasonal adjustment.
Not sure that I’ve explained that well or not… |
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发表于 2013-4-1 13:04
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