At the same time , aroused by the phenomenon that in practice , the number of data is n ' t always large enough but there exist history data , this paper expands aic to the question where each data group comes from an ar ( p ) model ( p known ) and proposes alc ^ r method 有感于实际情况中数据量的大小不等,存在着不满足大样本条件但是却有大量历史数据的待分数据这一现象,将上述方法进一步推广到每一分类均为自回归序列ar ( p ) ( p已知)时的数据分类问题,提出了aic _ ar方法。
As goldfeld - quandt test can only be applied to one independent variable , it is generalized in the second section . it shows that , in multivariate situation , the data can be arranged according to their principle components . but there should be a premise : the disturbances of the lower data group should have equal variance and those of the higher data group have the same variance 由于戈德菲尔德-匡特检验方法只适用于一个自变量,因此,本文对g - q检验进行了推广,说明在多变量的情况下,可以利用主成分对样本数据进行排序,并强调使用戈德菲尔德-匡特检验的前提:低样本组各观察值的扰动项必须具有同方差性;高样本组各观察值的扰动项也必须具有同方差性,否则,检验的结果可能是错误的。