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貂年捕获量的门限自回归模型

发表时间:2010-07-15  浏览量:1801  下载量:914
全部作者: 黄文贤
作者单位: 北京师范大学数学科学学院
摘 要: 对貂数据进行非线性分析,通过R语言和Eviews 3.1的处理建立门限自回归模型(threshold autoregressive model)SETAR(2;3;10.778 8).其中,对模型SETAR(l; d; r1, r2, …, rl-1)的参数估计分别采用点值图法估计l,采用局部区间搜索法估计d,并利用赤池信息准则(Akaike information criterion, AIC)估计参数r1,r2,…,rl-1� 这些参数估计方式大大降低了建立模型算法的复杂程度;模型的结果也能很好地解释在稳定状态下貂的生存周期、性成熟等生存规律。模型结果证明了此种门限自回归参数估计方法的有效性和实用性。
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Title: Threshold autoregressive model about year catches of ermine
Author: HUANG Wenxian
Organization: School of Mathematic, Beijing Normal University
Abstract: This paper analyses the nonlinear data of year catches of ermine and sets up a threshold autoregressive model SETAR(2;3;10.778 8) with R language and Eviews 3.1. To estimate the parameter of the model SETAR(l; d; r1, r2, …, rl-1), it uses the dot value map, range of local search, Akaike information criterion (AIC) to estimate the l, d, r1, r2,…, rl-1 respectively. These estimate methods greatly reduce the complexity of the algorithm, and model�s results can explain very well the law of survival of lynx in a stable state, such as survival cycle, sexual maturity. Model's results show that such a threshold autoregressive parameter estimation method is effective and practical.
Key words: time series analysis; threshold autoregression; non�linear; dot value; range of local search; Akaike information criterion
发表期数: 2010年7月第13期
引用格式: 黄文贤. 貂年捕获量的门限自回归模型[J]. 中国科技论文在线精品论文,2010,3(13):1411-1417.
 
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