arima(x = f3sdiff, order = c(1, 1, 1))
Coefficients:
ar1 ma1
-0.5341 -1.000
s.e. 0.2005 0.191
sigma^2 estimated as 0.0006113: log likelihood = 32.25, aic = -58.5
请各位达人帮小弟看看,急啊
ma1 的系数为-1
也就是w(t)=-0.5341w(t-1)+e(t)-e(t-1)
请问这样分析靠谱吗,有没有意义,还是数据不行呢??原始数据为17年时间序列数据,要依据这个做预测??
0.12183 |
0.11928 |
0.1188 |
0.08619 |
0.16322 |
0.10244 |
0.10244 |
0.10052 |
0.0917 |
0.0997 |
0.10378 |
0.10144 |
0.09658 |
0.08408 |
0.05174 |
0.09682 |
0.09397 |