数据:4281349030
57393
57717
63254
63709
69784
84181
87567
81361
68884
60131
62728
65682
70626
75365
86555
92736
97806
102843
105581
84861
97461
112611
126068
125433
142389
166567
Eviews求得PAC为:
0.756002464150283
-0.0195455451786342
0.04375242276588046
-0.094877592976451
-0.009454020728229524
0.05037655159165051
0.1452910322465706
-0.08398857203608381
-0.00204324970537357
-0.06123174843409541
-0.09151026860213017
-0.1292317958339969
Matlab的Parcorr函数求得为:
1
1.08057314606451
-0.259078194518132
0.251028805135604
0.127439234448740
-0.145153838105140
0.430439535266108
0.277691876383337
0.338374637581399
0.524404079699996
0.946112194009061
0.384950097827286
1.02009198481891
0.436586881391397
-0.698351283865474
2.24879146094754
0
0
0
0
0
请高手释疑!