R语言怎么定义数学上的周期函数?

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R语言怎么定义数学上的周期函数?,第1张

举个栗子,不知道理解得对不对,假设周期为5:

x <- 1:100

y <- vector()

for (i in x) {

if(i <= 5) y[i] <- f(x[i])#此处f()表示y与x的函数关系式

else y[i] <- y[i-5]

}

举一个例子吧,比如月度的数据,就是周期为12,它有季节影响。先对其1阶12步差分,通过看acf pac f看是简单加法模型,还是乘法季节模型如果是乘法模型那就要对季节部分模拟arima模型 季节部分的arima是以周期位置的acf pacf 确定其模型参数 ar maseasonal=list(order=c(_,1,_),period=_)周期是默认的------------------------------------------------------------教你一个简单的方法:下载 forecast包,auto.arima( ) 直接拟合,就会给出系统认为的arima模型的各个参数。然后 forecast( h=预测期数)行了。这是对外行人来说的,但是如果你真的想学好的话,还需要对模型进行着各种检验,特别是残差。

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