Conditional Least Squares Estimation

                                                        Standard                 Approx
                           Parameter      Estimate         Error    t Value    Pr > |t|     Lag

                           MA1,1           0.07120       0.47033       0.15      0.8799       1
                           MA2,1           0.59715       0.07990       7.47      <.0001      12      这里的MA2,1 显著但是具体模型的方程式我看不懂

                           AR1,1           0.26292       0.45813       0.57      0.5670       1

                                             Variance Estimate      0.290488
                                             Std Error Estimate     0.538969
                                             AIC                    212.7855
                                             SBC                    221.4111
                                             Number of Residuals         131   

                                                Autoregressive Factors

                                               Factor 1:  1 - 0.26292 B**(1)

                                               Moving Average Factors

                                              Factor 1:  1 - 0.0712 B**(1)
                                              Factor 2:  1 - 0.59715 B**(12)

在模型未优化之前，具体的模型形式应该是怎样？我识别的时候是用p=1,q=(1,12)做的，但是怎么会出来一个MA(2,1),难道是什么疏系数的形式
 

[此贴子已经被作者于2009-5-7 15:00:11编辑过]