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2012-05-23


libor.txt
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求助求助!!各位求帮助!

我对下面做的处理语句是
d1=diff(x)#去趋势性
d2=diff(d1,lag=12)#去周期性


然后随机性检验和白噪声检验都通过了
adf.test(d2)
结果:data:  d2
Dickey-Fuller = -4.7527, Lag order = 4, p-value = 0.01
alternative hypothesis: stationary

Box.test(d2)
结果: Box-Pierce test
data:  d2
X-squared = 4.9259, df = 1, p-value = 0.02646
但是画出的ACF和PACF图在听后面的阶数突然很大,甚至超过1阶的时候!这个怎么办?
ACF和PACF的图我在附件里给各位!


1-Month
5.62%
5.28%
5.08%
4.43%
4.06%
3.83%
3.76%
3.58%
2.64%
2.32%
2.15%
1.88%
1.83%
1.88%
1.88%
1.84%
1.84%
1.84%
1.82%
1.82%
1.82%
1.74%
1.38%
1.38%
1.34%
1.33%
1.31%
1.32%
1.32%
1.12%
1.10%
1.12%
1.12%
1.12%
1.12%
1.12%
1.10%
1.10%
1.09%
1.10%
1.11%
1.36%
1.49%
1.65%
1.84%
1.99%
2.28%
2.42%
2.59%
2.69%
2.86%
3.08%
3.11%
3.34%
3.51%
3.69%
3.86%
4.09%
4.30%
4.39%
4.57%
4.63%
4.83%
5.02%
5.11%
5.35%
5.40%
5.33%
5.32%
5.32%
5.35%
5.33%
5.32%
5.32%
5.32%
5.32%
5.32%
5.32%
5.32%
5.50%
5.49%
4.98%
4.77%
5.02%
3.91%
3.14%
2.81%
2.79%
2.51%
2.47%
2.46%
2.47%
2.93%
3.81%
1.62%
1.08%
0.38%
0.46%
0.53%
0.45%
0.34%
0.32%
0.29%
0.27%
0.25%
0.24%
0.24%
0.23%
0.23%
0.23%
0.24%
0.26%
0.34%
0.35%
0.33%
0.28%
0.26%
0.26%
0.25%
0.26%
0.26%
0.26%
0.25%
0.22%
0.20%
0.19%
0.19%
0.21%
0.23%
0.24%
0.25%
0.28%
0.28%
0.25%
0.24%

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2012-5-25 08:59:37
求助!
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