我自己猜测了两个可能性:数据数量不够,模型建错了
这是自相关的图
这是模型估计结果:
Dependent Variable: D(RESID)
Method: Least Squares
Date: 12/22/16 Time: 00:14
Sample (adjusted): 1/15/2016 12/09/2016
Included observations: 236 after adjustments
Convergence achieved after 20 iterations
MA Backcast: 1/14/2016
Coefficient Std. Error t-Statistic Prob.
MA(1) -0.997345 0.015050 -66.26734 0.0000
R-squared 0.511512 Mean dependent var -0.003051
Adjusted R-squared 0.511512 S.D. dependent var 3.484457
S.E. of regression 2.435353 Akaike info criterion 4.622289
Sum squared resid 1393.772 Schwarz criterion 4.636966
Log likelihood -544.4300 Hannan-Quinn criter. 4.628205
Durbin-Watson stat 2.051690
Inverted MA Roots 1.00
我只会一步步做,看不懂这个模型估计结果,也不知道选的模型好不好,求大神帮我分析分析为什么无法做预测!