【摘要】 本文基于经验似然方法对AR(p)模型进行统计诊断,文章首先给出p阶自回归模型的广义估计函数并对模型参数进行估计,然后运用数据删失、局部影响分析和伪残差方法对AR(p)模型进行统计诊断,最后通过实证来说明该诊断方法的有效性.更多还原

【Abstract】 In this paper,we study diagnosis for auto-regression time series model based on empirical likelihood method.First,the generalized estimating function is given and estimators of the parameters are obtained.Then,based on case deletion,local influence analysis and pseudo-residuals method,the problem of outliers in auto-regression time series models is selected.Last,an example is given to illustrate the validity of diagnosis.更多还原