摘要
首先是对投入产出模型、差分模型和经济计量模型对于状态空间模型的同构变换研究 ;其次是对AD模型对于ECM模型以及线性规划模型对于动态规划模型的同构变换研究 ;最后是对AR(P)模型和传递函数模型对于ARMA( p ,q)
This paper starts with investigating how to transfer the input_output and econometric models into the state space specifications; then the structural transformations of the AD, ECM and linear programming models into the dynamic linear programming models are examined; finally, the conditions of transforming the AR( p) and transfer function models into ARMA( p,q ) models and the moving average model into the exponential smoothing specification are discussed.
出处
《烟台大学学报（自然科学与工程版）》
CAS
2001年第2期87-94,共8页
Journal of Yantai University(Natural Science and Engineering Edition)
