请大神看下我的eacf图,我的结果是
Call:
arma(x = y1, order = c(0, 4), include.intercept = FALSE)
Model:
ARMA(0,4)
Residuals:
Min 1Q Median 3Q Max
-1.806763 -0.321778 -0.008935 0.269099 1.715576
Coefficient(s):
Estimate Std. Error t value Pr(>|t|)
ma1 0.17588 0.06678 2.634 0.00844 **
ma2 0.04948 0.06733 0.735 0.46245
ma3 -0.06033 0.05964 -1.011 0.31178
ma4 0.16523 0.06044 2.734 0.00626 **
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Fit:
sigma^2 estimated as 0.3259, Conditional Sum-of-Squares = 76.26, AIC = 418.28
我想剔除ma2,我自己写的程序是arma(y1,order=c(0,4),lag=llist(ma=1,ma=3,ma=4,include.intercept=FALSE),程序报错,Error in hasTsp(x) : 缺少参数"x",也没有缺省值。我的源程序是
y=read.csv("C:/Users/yuboning/Desktop/1.csv")
y=ts(y)
plot.ts(y)
acf(y)
diff(y)
y1=diff(y)
plot(y1)
acf(y1)
pacf(y1)
install.packages("TSA")
library(TSA)
eacf(y1)
install.packages("forecast")
library(zoo)
library(forecast)
auto.arima(y1)
y2=arma(y1,order=c(0,4))
summary(y2)
y3=arma(y1,order=c(0,4),include.intercept=FALSE)
summary(y3)
y4=arma(y1,order=c(0,4),lag(ma=1,ma=3,ma=4),include.intercept=FALSE)
我在做一个股票时序分析,我在定阶和估参,请大神指点我产生错误的原因,多谢多谢!!
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