R语言中拟合ARIMA模型,显示Best model: ARIMA(0,0,0)(0,1,0)[12...答:用forecast包中的auto.arima自动拟合Arima模型会显示一串结果,最后一个结果就是 Best model: ARIMA(0,0,0)(0,1,0)[12] with drift,说明该结果是最好的拟合结果。结果说明一个AR(0),MA(0)和季节差分一次的Arima模型。
卡尔曼滤波 R语言答:stats包 Description Use Kalman Filtering to find the (Gaussian) log-likelihood, or for forecasting or smoothing.Usage KalmanLike(y, mod, nit = 0, fast = TRUE)KalmanRun(y, mod, nit = 0, fast = TRUE)KalmanSmooth(y, mod, nit = 0)KalmanForecast(n.ahead = 10, mod, fast =...