Theory And Application Of MARMA(p,q)model

When home decoration companies make the second year budget,only using single object time series like sales time series or order time series is unable to meet the demand.A lot of times people should consider the effect of many factors,then matrix crosssection data time series have emerged.MARMA(p,q)model of matrix cross-section data time series which this paper given has the wider range than AR(p)model of matrix cross-section data time series the previous presented,and the accuracy of forecast is more precise.First,this paper given the detail description of matrix cross-section data time series concept,and presented MA(q)model of matrix cross-section data time series.Then,this paper also presented MARMA(p,q)model of matrix cross-section data time series,and given its definition,the equivalence condition with the multivariate ARMA(p,q)model,the stationary and reversible conditions,model recognition and parameter estimation.Last but not least,this paper constructed multivariate ARMA(p,q)model and the MARMA(p,q)model of matrix cross-section data time series through the sales data rate of one decoration company,It can be found that using the MARMA(p,q)model of matrix cross-section data time series maked the residual sum of squares smaller,it also characterized the relationship and objects of the home decoration trade.