To take consider the impact of historical information on the present states into account, the ARMA model is used to fit the residual stochastic component.

• 为了计及历史信息对当前状态的影响，采用自回归滑动平均模型拟合残差随机分量，采用赤池信息准则确定模型的阶数，参数则由矩估计得到。