s******s
发帖数: 11 | 1 I know it's partly an art, so just show me your sense of beauty please.
1 The determination of p-lag of AR. Many ways. Has there been any criterion
for specific cases? Or which do u suggest? PACF? AIC & SBC? Or something else?
2 Suppose the lag=L, then you estimate AR(L) and save the residuals E. Then
you use the Box-Pierce test to confirm that the E is uncorrelated. What's the
criterion? (Easy, but I just forgot)
3 If by any standard, E is uncorrelated, why did the guy write:" Now construct
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