摘要：Support Vector Machine (SVM) is known in classification and regression modeling.
It has been receiving attention in the application of nonlinear functions. The aim
is to motivate the use of the SVM approach to analyze the time series models.
This is an effort to assess the performance of SVM in comparison with ARMA model.
The applicability of this approach for a unit root situation is also considered.
关键词：Support Vector Machine; time series analysis; unit root.
