若零均值平稳序列,其样本ACF呈现二阶截尾性,其样本PACF呈现拖尾性,则可初步认为对应该建立( )模型。
A: MA(2)
B: ARI(2,1)
C: ARIMA(2,1,2)
D: IMA(1,2)
A: MA(2)
B: ARI(2,1)
C: ARIMA(2,1,2)
D: IMA(1,2)
举一反三
- 若零均值平稳序列<img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/402227eb70cb42569dbee9b695da8a4e.png" />,其样本ACF呈现拖尾性,其样本PACF呈现一阶截尾性,则可初步认为对<img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/402227eb70cb42569dbee9b695da8a4e.png" />应该建立的模型为( )。 A: MA(1) B: ARMA(1,1) C: ARIMA(0,1,0) D: AR(1)
- 若零均值平稳序列[img=48x24]17d6241fd7ffa6a.png[/img],其样本ACF呈现二阶截尾性,其样本PACF呈现拖尾性,则可初步认为对[img=33x24]17d6241df0b8e2d.png[/img]应该建立( )模型。 A: MA(2) B: ARI(2,1) C: ARIMA(2,1,2) D: IMA(1,2)
- 考虑AR(2)模型<img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/9c19d336a086430cab947cf3a40c8047.png" />,则AR特征方程的根为( )。 A: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/b8d42e894377426eaca4f3a382c0569c.png" /> B: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/cb2410db797c4dc5870eb9ab1dfae59e.png" /> C: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/505155f9e5654d3294291a0f104fd54f.png" /> D: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/ff900163e913414384b61dbd55a0c36e.png" />
- 已知f(k)的z变换<img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/fcb29424b0f74f9d8bf5e13ec738f383.png" />,F(z)的收敛域为下面哪一项时,f(k)为因果序列 ( )。 A: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/a75ad7c5eb8849f6a24916fc871c1739.png" /> B: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/3e62806a63e74e78bb29212d2a5bef0a.png" /> C: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/25250b041bec4d5093675240862554e4.png" /> D: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/2eae229138be4af5a084d0996e2d57d2.png" />
- 系统的开环传函为<img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/4c0fd44e4fd34ba5abebcf5cf4075e5b.png" />,根轨迹和虚轴的交点及相应的根轨迹增益为( )。 A: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/1a01ea0a12204b8395a0b5b77f6dff14.png" />,<img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/5973aa4feb8b449e936c4db36ba0f235.png" /> B: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/3212607aceba42119e02c092ee59c4c9.png" />,<img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/5e06d749351c40758f2d90bd5503ac41.png" /> C: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/646b41ca995f4f9883b1d2c4a17a1b4c.png" />,<img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/f268e2b90534408293cc995f99bf8907.png" /> D: <img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/212d583db0b74c5a84acfc955c422863.png" />,<img src="https://image.zhihuishu.com/zhs/doctrans/docx2html/202105/5e06d749351c40758f2d90bd5503ac41.png" />