June 2020
Beginner to intermediate
522 pages
9h 6m
Chinese
Content preview from R 语言经典实例（原书第 2 版）
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
444
｜
第
14
章
从 auto.arima 和 arima 的输出都包括拟合系数和每个系数的标准误差（s.e.）：
Coefficients:
ar1 ar2 ar3 ma1 ma2
-0.9569 -0.9872 -0.9247 -1.0425 0.1416
s.e. 0.0257 0.0184 0.0242 0.0619 0.0623
可以把 ARIMA 模型存储在一个对象中，然后使用 confint 函数来查找系数的置信区间：
m <- arima(x = ausbeer, order = c(3, 2, 2))
confint(m)
#> 2.5 % 97.5 %
#> ar1 -1.0072 -0.907
#> ar2 -1.0232 -0.951
#> ar3 -0.9721 -0.877
#> ma1 -1.1639 -0.921
#> ma2 0.0195 0.264
此输出说明了 ARIMA 模型的一个主要问题：并非所有系数都必然显著。如果其中一个
区间包含零，则真实系数本身可能为零，在这种情况下，该项是不必要的。
如果你发现模型包含无关紧要的系数，请使用 14.19 节将其删除。
auto.arima 和 arima 函数包含用于拟合最佳模型的有用功能。例如，你
可以强制它们包含或排除趋势成分。有关详细信息，请参阅帮助页面。
最后的告诫是：auto.arima 的风险在于它使 ARIMA 建模看起来很简单。ARIMA 建
模并
不
简单。它更多的是艺术而不是科学，自动生成的模型只是一个起点。在确定最终 ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access
More than 5,000 organizations count on O’Reilly
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.