資源描述：
《基于ARIMA模型的匯率預(yù)測.pdf》由會員上傳分享，免費在線閱讀，更多相關(guān)內(nèi)容在行業(yè)資料-天天文庫。
1、《高級數(shù)量分析方法》課程作業(yè)基于MATLAB軟件與ARIMA模型的預(yù)測——以人民幣對美元的即期匯率為例院系：管理學(xué)院會計系指導(dǎo)老師：孟力教授小組成員：張嘉珉17520121151118盧夢杉17520121151097周姣17520121151123目錄1研究背景.................................................................................................11.1人民幣對美元的國際化進(jìn)程.............
2、.............................................................11.2人民幣對美元現(xiàn)狀分析..................................................................................12ARMA模型與ARIMA介紹.................................................................22.1AR(p)模型.........
3、...............................................................................................32.2MA(q)模型.......................................................................................................32.3ARMA(p,q)模型..................................
4、.............................................................42.4ARIMA(p,d,q)模型...........................................................................................43自相關(guān)系數(shù)和偏自相關(guān)系數(shù).................................................................43.1p階自回歸
5、AR(p)...........................................................................................43.2平穩(wěn)時間序列自協(xié)方差與自相關(guān)系數(shù)..........................................................43.3偏相關(guān)系數(shù)...........................................................................
6、...........................54模型的選擇.............................................................................................54.1自回歸AR(p)模型..........................................................................................54.2移動平均MA(q)模型............
7、.........................................................................54.3自回歸移動平均ARMA(p,q)模型.................................................................54.4ARIMA(p,d,q)模型................................................................................
8、...........64.5模型的選擇......................................................................................................65數(shù)據(jù)來源及選擇...............................................................
