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运行ARIMA VAR,ARIMA(1,0,1)命令后,只得到以下结果,如何能够得到决定系数R平方和均方误差平方根RMSE?
ARIMA regression
Sample: 1996m2 - 2015m1 Number of obs = 228
Wald chi2(2) = 1484.10
Log likelihood = -946.5795 Prob > chi2 = 0.0000
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| OPG
pass | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
pass |
_cons | 112.0237 11.10032 10.09 0.000 90.26749 133.7799
-------------+----------------------------------------------------------------
ARMA |
ar |
L1. | .9390646 .0280066 33.53 0.000 .8841727 .9939565
|
ma |
L1. | -.4312049 .0562444 -7.67 0.000 -.541442 -.3209679
-------------+----------------------------------------------------------------
/sigma | 15.33084 .7520721 20.38 0.000 13.8568 16.80487
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Note: The test of the variance against zero is one sided, and the two-sided
confidence interval is truncated at zero.