eacf图为
AR/MA
0 1 2 3 4 5 6 7
0 x x x x x x o o
1 o o o o o o o o
2 x o o o o o o o
3 o o o o o o o o
4 o o o o o o o o
5 o o o o o o o o
6 o o o o o o o o
7 o o o o o o o o
显示ma(1)模型的位置为 x,即不能用MA(1)模型,但是我试着做了下ma(1)模型结果显示:
Call:
arma(x = pop, order = c(0, 1), include.intercept = FALSE)
Model:
ARMA(0,1)
Residuals:
Min 1Q Median 3Q Max
225.6 384.2 577.2 774.6 1280.5
Coefficient(s):
Estimate Std. Error t value Pr(>|t|)
ma1 0.8812 0.0629 14.01 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Fit:
sigma^2 estimated as 91416, Conditional Sum-of-Squares = 14997683, AIC = 444.09
结果不但成立而且AIC为444.09比我做的AR(1)和ARMa(1,1)都大很多,
而且MA(1)模型的特征根检验结果为:
ma1
0.8812284
结果小于1,也成立。
问大神我是否该相信eacf图,还是怎么办,mA(1)模型可用吗?