data ex;
input year amount @@;
cards;
1994 260
1995 300
1996 350
1997 391.83
1998 435
1999 538.59
2000 663
2001 781.87
2002 876.49
2003 1038.69
2004 1160.36
2005 1334.60
2006 1474.10
2007 1682.22
2008 1827.22
2009 2020.60
2010 2201.16
2011 2571.74
;
proc gplot data=ex;
plot amount*year;
symbol i=spline v=star ci=black cv=red;
run;
data ex1;
set ex;
x=log(amount);
difx=dif(dif(amount));
proc gplot data=ex1;
plot difx*year;
symbol i=spline v=star ci=green cv=red;
run;
proc arima data=ex1;
identify var=x(2) nlag=4;
run;
proc arima data=ex1;
identify var=x(2) nlag=4;
estimate p=1;
estimate q=2;
estimate p=1 q=2;
run;
求教，这个程序为什MA（2）和AR（1）都能通过且t检验显著，但是ARMA（1,2）的参数就是不显著了呢？