The result indicates that the time series data of annual typhoon loss in Taiwan is not generated from an ARMA(0,0) model and the past white noises have positive effect on current typhoon loss.

 
  • 實(shí)證結果發(fā)現臺灣的每年臺風(fēng)損失此一時(shí)間序列資料非由ARMA(0,0)模型所產(chǎn)生,且模型參數估計結果指出過(guò)去幾期的白噪音對于當期臺風(fēng)損失金額會(huì )有正向的影響。
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