各位大神,想问一下arima函数的结果怎么看,比如:
Call:
arima(x = x, order = c(2, 0, 0), method = "ML")
Coefficients:
ar1 ar2 intercept
0.7185 -0.5294 11.0223
s.e. 0.1083 0.1067 3.0906
sigma^2 estimated as 365.2: log likelihood = -258.23, aic = 524.46
这个结果确定的模型书上说是:
想问下,为什么11.0223不直接是第二个式子的截距项呢???
谢谢!!