时间序列 AR模型 自回归 An AR(1) model with a non-zero mean μ can be e

a) alpha1=alpha,alpha0=mu*(1-alpha).
b) Let AR(2) model be
设AR(2)模型式子为
x(t)-mu=alpha*(x(t-1)-mu)+beta*(x(t-2)-mu)+w(t)
and
x(t)=alpha0+alpha1*x(t-1)+alpha2*x(t-2)+w(t)
then we have this relationship:
关系式为
alpha1=alpha
alpha2=beta
alpha0=mu*(1-alpha-beta).
Please adopt my answer ASAP.Thanks!