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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Order of integration ： ウィキペディア英語版 Order of integration Order of integration, denoted ''I''(''d''), is a summary statistic for a time series. It reports the minimum number of differences required to obtain a covariance stationary series. == Integration of order zero == A time series is integrated of order 0 if it admits a moving average representation with : where $b$ is the possibly infinite vector of moving average weights (coefficients or parameters). This implies that the autocovariance is decaying to 0 sufficiently quickly. This is a necessary, but not sufficient condition for a stationary process. Therefore, all stationary processes are I(0), but not all I(0) processes are stationary. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Order of integration」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.