楼主: annachen77
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时间序列里边的一个小问题 |
大专生 93%
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回帖推荐For monthly data, it is 13 points moving average: in Additive model X(t) = Trend+Seasonal+ Irregular
Trend = T(t') = (1/24)*X(t-6) + (1/12)*X(t-5) + .....+ (1/12)*X(t) + ................(1/12)*X(t+5) + (1/24)*X(t+6)
Detrended = SI(t') = X(t) - T(t')
The preliminary estimate of the seasonal component is then obtained by averaging each
monthly sub-series of SI(t') using a 5 point moving a ...
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