大家好,小妹刚学SAS,用它做时间序列分析,我想问一下有关下面这个表的问题:
Autocorrelation Check for White Noise
To LagChi-SquareDFPr > ChiSqAutocorrelations
619.5260.00340.013-0.0200.0410.040-0.003-0.044
1232.31120.00120.022-0.003-0.0070.0070.0270.050
1847.52180.00020.0160.0010.057-0.001-0.0090.031
2453.99240.0004-0.0100.004-0.0340.0250.0030.005
DF列是什么意思?
Autocorrelations每一行为什么有6个?
还有,SAS的帮助文档中对arima过程的WHITENOISE选项有如下说明,
WHITENOISE=ST | IGNOREMISS specifies the type of test statistic that is used in the white noise test of the series when the series contains missing values. If WHITENOISE=IGNOREMISS, the standard Ljung-Box test statistic is used. If WHITENOISE=ST, a modification of this statistic suggested by Stoffer and Toloi (1992) is used. The default is WHITENOISE=ST.
可是我找不到 Ljung-Box test的结果啊,怎么回事呢?
实在找不到解答,而且急需,所以就来拜托各位了 O(∩_∩)O~