代码及数据如下:
local y "d.总量"
local a = 3
local b = 1
forvalues i= 1(1)`a'{
forvalues j= 0(1)`b'{
if `j'== 0{
local ma ""
}
else{
local ma "ma(1/`j')"
}
qui arima `y', ar(1/`i') `ma'
est store arma `i' `j'
}
}
local mm arma10 arma11 arma20 arma21 arma30 arma31