做了ARMA以后,做残差检验,得到的结果,最后一栏Prob基本上都是零。是不是就说明通不过白噪声检验?
换了别的p,q值,也还是这样。这是为什么呀?
难道是数据不适合用ARMA么?
PS:我的数据是日数据,但是有比较强的周期性。
Q-statistic probabilities adjusted for 4 ARMA term(s)
Autocorrelation Partial Correlation AC PAC Q-Stat Prob
| | | | 1 0.002 0.002 0.0222
| | | | 2 0.008 0.008 0.5293
| | | | 3 0.008 0.008 0.9600
| | | | 4 -0.034 -0.034 9.4945
| | | | 5 -0.025 -0.025 14.054 0.000
| | | | 6 -0.010 -0.010 14.840 0.001
| | | | 7 0.018 0.019 17.081 0.001
| | | | 8 -0.004 -0.005 17.206 0.002
| | | | 9 -0.032 -0.034 24.917 0.000
| | | | 10 0.005 0.004 25.128 0.000
| | | | 11 0.033 0.035 33.131 0.000
| | | | 12 -0.001 0.000 33.133 0.000
| | | | 13 0.003 0.000 33.218 0.000
| | | | 14 -0.007 -0.010 33.623 0.000
| | | | 15 0.012 0.014 34.620 0.000
| | | | 16 0.004 0.008 34.768 0.001
| | | | 17 0.018 0.018 37.037 0.000
| | | | 18 0.007 0.003 37.349 0.001
| | | | 19 0.003 0.004 37.425 0.001
| | | | 20 0.023 0.026 41.451 0.000
| | | | 21 0.021 0.022 44.536 0.000
| | | | 22 0.011 0.010 45.383 0.000
| | | | 23 0.021 0.020 48.502 0.000
| | | | 24 0.025 0.027 53.070 0.000
| | | | 25 -0.012 -0.009 54.113 0.000
| | | | 26 -0.013 -0.011 55.365 0.000
| | | | 27 -0.005 -0.004 55.525 0.000
| | | | 28 0.021 0.023 58.753 0.000
| | | | 29 -0.001 0.002 58.757 0.000
| | | | 30 0.021 0.020 61.923 0.000
| | | | 31 0.019 0.016 64.655 0.000
| | | | 32 0.021 0.022 67.759 0.000
| | | | 33 0.026 0.027 72.593 0.000
| | | | 34 0.041 0.040 84.918 0.000
| | | | 35 0.026 0.025 90.056 0.000
| | | | 36 0.028 0.030 95.647 0.000