Dependent Variable: E
Method: Least Squares
Date: 01/19/16 Time: 21:46
Sample (adjusted): 1992 2013
Included observations: 22 after adjustments
Convergence achieved after 9 iterations
MA Backcast: 1991
Variable Coefficient Std. Error t-Statistic Prob.
AR(1) 0.978718 0.049649 19.71290 0.0000
MA(1) -0.362413 0.218381 -1.659543 0.1126
R-squared 0.173049 Mean dependent var 0.986364
Adjusted R-squared 0.131701 S.D. dependent var 0.380307
S.E. of regression 0.354380 Akaike info criterion 0.849615
Sum squared resid 2.511706 Schwarz criterion 0.948801
Log likelihood -7.345766 Hannan-Quinn criter. 0.872980
Durbin-Watson stat 1.848644
Inverted AR Roots .98
Inverted MA Roots .36
这个是残差的检验结果,这样可以说明白噪点吗?