基于样本值为正数条件下的AR模型平稳性研究

On the Stability of the AR Model under the Condition of the Positive Value of the Sample

摘要:

通过讨论一般情况下样本值为正的条件下的AR模型的稳定性,推导出模型的平稳性条件,从稳定性这个角度推出其与平稳性之间的一般关系,进而推广得到其他模型的平稳性条件。

Abstract:

Through the discussion of the stability of the AR model under the condition of the positive value of the sample in this paper, the conditions of the stability of the model was deduced. From this point of its stability, the generic relation between calming nature and stability was deduced. Then, the condition of calming nature of the other models also was gotten in this way.