模型运算结果如下,请问如何从得出模型的最终表达式,以便在论文里书面写出。
. arima close,arima(1,1,1)
ARIMA regression
Sample: 03jan1960 - 17nov1971 Number of obs = 4337
Wald chi2(2) = 466.07
Log likelihood = -22020.6 Prob > chi2 = 0.0000
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| OPG
D.close | Coef. Std. Err. z P>|z| [95% Conf. Interval]
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close |
_cons | .4137306 .6000733 0.69 0.491 -.7623913 1.589853
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ARMA |
ar |
L1. | -.7853223 .064201 -12.23 0.000 -.9111538 -.6594907
ma |
L1. | .8127667 .0608304 13.36 0.000 .6935412 .9319922
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/sigma | 38.80075 .1011949 383.43 0.000 38.60242 38.99909
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