问题如下:
Regarding the usefulness of an autoregressive (^AR) process and an autoregressive moving average process when modeling seasonal data, Which of the following statements is correct ?
选项:
A. They both include lagged terms and, therefore, better capture a relationship in motion.
B. They both specialize in capturing only the random movements in time series data.
C. The autoregressive process is the best at capturing only random movements.
D. All the above.
解释:
A is correct
考点:MA process and AR process
解析:autoregressive 模型和 autoregressive moving average 模型都可以预测周期性的数据,因为他们都使用延迟性的观测数据。
autoregressive moving average在预测random movements时更好一些。
A选项,怎么判断是问谁更优?是从题目中吗?