Skip to content
START WITH A QUESTION

What would you like to understand?

Find an answer. See the moment it becomes clear. Follow the idea further.

← Concept directory

Answers for “如何从建模的差分 Z_t 恢复原始时间序列 q_k?”

1 keyword matches

Understanding your question. You can explore the search results below now.

Meet the concept

↗

The equation for ARIMA(1,1,1) is Zt=ϕ1Zt−1+θ1ϵt−1+ϵtZ_t = \phi_1 Z_{t-1} + \theta_1 \epsilon_{t-1} + \epsilon_t, where ZtZ_t is the differenced series, ϕ1\phi_1 is the autoregressive coefficient, θ1\theta_1 is the moving-average coefficient, and ϵt\epsilon_t is the error term.

Conditions: The model is ARIMA(1,1,1).; ZtZ_t is the first difference of the original series qtq_t.; p=1,d=1,q=1p=1, d=1, q=1.