初学者,下图是我一阶差分后建立的AR(4)模型,要怎么写出原序列的具体模型呢?
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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C | 96916.97 | 1038577. | 0.093317 | 0.9277 |
AR(4) | 0.979627 | 0.223560 | 4.381941 | 0.0018 |
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R-squared | 0.750303 | Mean dependent var | 4101.545 |
Adjusted R-squared | 0.722558 | S.D. dependent var | 1918.306 |
S.E. of regression | 1010.424 | Akaike info criterion | 16.83709 |
Sum squared resid | 9188611. | Schwarz criterion | 16.90944 |
Log likelihood | -90.60401 | Hannan-Quinn criter. | 16.79149 |
F-statistic | 27.04362 | Durbin-Watson stat | 1.370784 |
Prob(F-statistic) | 0.000564 | | | |
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Inverted AR Roots | .99 | .00+.99i | -.00-.99i | -.99 |
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