求教,我在Eview中得到了AC,PAC的图,请问怎么分析它的趋势,是否平稳,short memory 或long memory; 已经model是否forecastable.
Date: 09/17/14 Time: 12:29
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Sample: 2 101
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Included observations: 100
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Autocorrelation
| Partial Correlation
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| AC
| PAC
| Q-Stat
| Prob
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.|** |
| .|** |
| 1
| 0.263
| 0.263
| 7.1024
| 0.008
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.|. |
| .|. |
| 2
| 0.067
| -0.002
| 7.5691
| 0.023
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.|. |
| .|. |
| 3
| 0.015
| -0.002
| 7.5921
| 0.055
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.|* |
| .|* |
| 4
| 0.168
| 0.178
| 10.608
| 0.031
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.|. |
| *|. |
| 5
| -0.053
| -0.156
| 10.906
| 0.053
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求大神指点。