\tikzstyle{yy} = [circle,minimum height=1cm,text centered,draw=black,thick,drop shadow={shadow xshift=0.3em,yshift=0.8em},fill=white]
\begin{tikzpicture}[node distance = 0,scale = 1]
\begin{scope}[xshift=0.2in]
\tikzstyle{every node}=[scale=1]
\node (y1)[yy]{\large$y_1$};
\node (y2)[yy,right of = y1,xshift=1.5cm]{\large$y_2$};
\node (y3)[yy,right of = y2,xshift=1.5cm]{\large$y_3$};
\node (y4)[yy,right of = y3,xshift=1.5cm]{\large$y_4$};
\node (y5)[yy,right of = y4,xshift=1.5cm]{\large$y_5$};
\node (y6)[yy,right of = y5,xshift=1.5cm]{\large$y_6$};
\node [anchor=north,font=\scriptsize] (labela) at ([xshift=1.8em,yshift=-2em]y3.south) {(a) 自回归模型};

\draw[->,thick] (y1.north) .. controls ([yshift=1.5em]y1.north) and ([yshift=1.5em]y3.north)..  (y3.north);
\draw[->,thick] (y1.north) .. controls ([yshift=2em]y1.north) and ([yshift=2em]y4.north)..  (y4.north);
\draw[->,thick] (y1.south) .. controls ([yshift=-1.5em]y1.south) and ([yshift=-1.5em]y5.south)..  (y5.south);
\draw[->,thick] (y1.south) .. controls ([yshift=-2em]y1.south) and ([yshift=-2em]y6.south)..  (y6.south);

\draw[->,thick] (y2.north) .. controls ([yshift=1.5em]y2.north) and ([yshift=1.5em]y4.north)..  (y4.north);
\draw[->,thick] (y2.south) .. controls ([yshift=-1.5em]y2.south) and ([yshift=-1.6em]y5.south)..  (y5.south);
\draw[->,thick] (y2.south) .. controls ([yshift=-2em]y2.south) and ([yshift=-2em]y6.south)..  (y6.south);


\draw[->,thick] (y3.south) .. controls ([yshift=-1.5em]y3.south) and ([yshift=-1.5em]y5.south)..  (y5.south);
\draw[->,thick] (y3.south) .. controls ([yshift=-2em]y3.south) and ([yshift=-2em]y6.south)..  (y6.south);

\draw[->,thick] (y4.south) .. controls ([yshift=-1.5em]y4.south) and ([yshift=-1.5em]y6.south)..  (y6.south);

\draw[->,red,very thick](y1.east)to(y2.west);
\draw[->,red,very thick](y2.east)to(y3.west);
\draw[->,red,very thick](y3.east)to(y4.west);
\draw[->,red,very thick](y4.east)to(y5.west);
\draw[->,red,very thick](y5.east)to(y6.west);
\end{scope}

\begin{scope}[yshift=-1.45in]
\tikzstyle{rec} = [rectangle,minimum width=2.8cm,minimum height=1.5cm,text centered,draw=black,dashed]
\tikzstyle{every node}=[scale=1]
\node (y1)[yy]{\large$y_1$};
\node (y2)[yy,right of = y1,xshift=1.5cm]{\large$y_2$};
\node (y3)[yy,right of = y2,xshift=2cm]{\large$y_3$};
\node (y4)[yy,right of = y3,xshift=1.5cm]{\large$y_4$};
\node (y5)[yy,right of = y4,xshift=2cm]{\large$y_5$};
\node (y6)[yy,right of = y5,xshift=1.5cm]{\large$y_6$};
\node (rec1)[rec,right of = y1,xshift=0.75cm]{};
\node (rec2)[rec,right of = y3,xshift=0.75cm]{};
\node (rec3)[rec,right of = y5,xshift=0.75cm]{};
\node [anchor=north,font=\scriptsize] (labelb) at ([xshift=2.2em,yshift=-1em]y3.south) {(b) 半自回归模型};

\draw[->,red,very thick](rec1.east)to(rec2.west);
\draw[->,red,very thick](rec2.east)to(rec3.west);

\draw[->,thick] (rec1.north) .. controls ([yshift=2.5em]rec1.north) and ([yshift=2.5em]rec3.north)..  (rec3.north);
\end{scope}
\begin{scope}[xshift=0.3in,yshift=-2.35in]
\tikzstyle{every node}=[scale=1]
\node (y1)[yy]{\large$y_1$};
\node (y2)[yy,right of = y1,xshift=1.5cm]{\large$y_2$};
\node (y3)[yy,right of = y2,xshift=1.5cm]{\large$y_3$};
\node (y4)[yy,right of = y3,xshift=1.5cm]{\large$y_4$};
\node (y5)[yy,right of = y4,xshift=1.5cm]{\large$y_5$};
\node (y6)[yy,right of = y5,xshift=1.5cm]{\large$y_6$};
\node [anchor=north,font=\scriptsize] (labelc) at ([xshift=1.5em,yshift=-0.5em]y3.south) {(c) 非自回归模型};
\end{scope}
\end{tikzpicture}