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2014-04-17
正在处理一个月销量的时间序列数据,用ARIMA模型做出如下的图形:

3.jpg
不知道这样的拟合效果是不是很好~因为我发现R平方值只有0.57左右~
2.jpg

求指教~~
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2014-4-17 22:11:31
楼主用的SPSS哪个版本啊?
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2014-4-17 23:10:53
likeermei 发表于 2014-4-17 22:11
楼主用的SPSS哪个版本啊?
SPSS20
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2014-4-18 03:24:43
Your R-squared is not too bad but your Ljung-Box statistic shows that your model is not well specified.

"Stationary R-squared: The higher the better"

"Although the Time Series Modeler offers a number of different goodness-of-fit statistics, we
opted only for the stationary R-squared value. This statistic provides an estimate of the proportion
of the total variation in the series that is explained by the model and is preferable to ordinary
R-squared when there is a trend or seasonal pattern, as is the case here. Larger values of stationary
R-squared (up to a maximum value of 1) indicate better fit. A value of 0.948 means that the model
does an excellent job of explaining the observed variation in the series.
The Ljung-Box statistic, also known as the modified Box-Pierce statistic, provides an indication
of whether the model is correctly specified. A significance value less than 0.05 implies that there
is structure in the observed series which is not accounted for by the model. The value of 0.984
shown here is not significant, so we can be confident that the model is correctly specified".
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2014-4-18 09:22:24
ReneeBK 发表于 2014-4-18 03:24
Your R-squared is not too bad but your Ljung-Box statistic shows that your model is not well specifi ...
So is there any better models to this problem ?
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2016-3-4 18:36:32
离歌レ笑 发表于 2014-4-17 23:10
SPSS20
请问点的哪个选项呢
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