Sample: 1 1499
Included observations: 1499
Autocorrelation Partial Correlation AC PAC Q-Stat Prob
| | | | 1 0.016 0.016 0.3898 0.532
| | | | 2 -0.035 -0.036 2.2673 0.322
| | | | 3 0.053 0.054 6.4867 0.090
| | | | 4 0.050 0.047 10.305 0.036
| | | | 5 -0.012 -0.010 10.528 0.062
| | | | 6 -0.045 -0.044 13.582 0.035
| | | | 7 0.038 0.034 15.812 0.027
| | | | 8 -0.016 -0.022 16.213 0.039
| | | | 9 -0.026 -0.017 17.216 0.045
| | | | 10 0.033 0.033 18.830 0.042
| | | | 11 0.040 0.036 21.255 0.031
| | | | 12 0.034 0.038 22.992 0.028
滞后阶应该是3、4吧
要做ARCH模型,请问接下来应该怎么办?
拜托大家了