有一个序列w,试建立合适的ARMA模型进行分析。
回答:(1)AIC最小的模型具体形式是什么?(2)61-64期的预测值?(3)完成上面工作的所有R程序?注数据由下面指令生成:
w=c(-4.07453119,-0.82416393,1.72741039,2.12076256,
2.08609090,1.52797720,-2.28994650,-2.44454817,
-2.34864036,-1.82853340,-1.66348653,-2.46191546,
-2.34929433,-3.60853949,-3.88249679,-2.63675924,
-2.04168394,-0.85841955,0.24515229,-0.20267893,
-1.85523962,-4.00673842,-1.71839757,1.02547116,
-0.36208344,-0.98989896,0.13753291,0.06766339,
-0.24114898,2.03489848,3.11404946,3.16456329,
1.25927770,-0.98357370,-2.04177461,-1.70279450,
-0.45667071,0.50324847,0.69642277,0.89654027,
-0.07119991,-3.55957088,-5.44658216,-1.95807078,
-1.09870849,-2.23645361,-1.98949732,-2.63716008,
-3.49923958,-1.89986720,-1.74218101,-2.19730645,
-0.48838292,-1.26454179,-0.56979096,2.69598184,
3.31201118,3.77205750,4.13571054,2.10574470)