你不妨参考一下这样的做法:
1. (a) Plot Series (b) Plot ACF and PACF to see which model is possible
2. Estimate Possible models with AIC or SBC
3. Choose the model with the significant coefficents and the lowest value of AIC or SBC
4. Diagnostic Checks: Q-statistics in Eviews If the residual of ARMA model is closed to White Noise, the model is suitable
if the residual of ARMA model is not closed to White Noise, the model is not suitable and then try other models