我在做时间序列自回归模型的时候,变量高阶滞后十分显著,如下图所示,应该用什么模型?AR?MA?ARMA?
-1 0 1 -1 0 1
LAG AC PAC Q Prob>Q [Autocorrelation] [Partial Autocor]
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1 0.0352 0.0352 1.8102 0.1785 | |
2 -0.0435 -0.0448 4.5903 0.1007 | |
3 -0.0008 0.0023 4.5912 0.2043 | |
4 0.0646 0.0629 10.714 0.0300 | |
5 0.0165 0.0120 11.113 0.0492 | |
6 -0.0711 -0.0674 18.549 0.0050 | |
7 0.0512 0.0581 22.401 0.0022 | |
8 0.0535 0.0406 26.621 0.0008 | |
9 0.0354 0.0344 28.47 0.0008 | |
10 -0.0362 -0.0269 30.401 0.0007 | |
11 -0.0363 -0.0363 32.347 0.0007 | |
12 0.0235 0.0119 33.163 0.0009 | |
13 0.0829 0.0829 43.305 0.0000 | |
14 -0.0660 -0.0667 49.741 0.0000 | |
15 0.0086 0.0248 49.85 0.0000 | |
16 0.0574 0.0426 54.726 0.0000 | |
17 0.0214 0.0044 55.404 0.0000 | |
18 0.0014 0.0169 55.407 0.0000 | |
19 -0.0054 0.0109 55.45 0.0000 | |
20 0.0661 0.0435 61.927 0.0000 | |