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在介绍了ＡＲＭＡ序列与功率谱的基础上，论述了ＡＲ模型定阶与参数估计的ＳＶＤ－ＴＬＳ算法，以及ＭＡ模型定价与参数估计和ＡＲＭＡ过程自相关序列的计算．
Based on the introduction of ARMA sequence and power spectrum, the algorithm of SVD-TLS for order and parameter estimation of AR model is discussed. The pricing and parameter estimation of MA model and the calculation of autocorrelation sequence of ARMA process are also discussed.