Dependent Variable: GDP   
Method: Least Squares   
Date: 12/24/09   Time: 15:33   
Sample (adjusted): 1998 2008   
Included observations: 11 after adjustments   
Convergence achieved after 10 iterations   
MA Backcast: 1997   
   
Variable Coefficient Std. Error t-Statistic Prob.  
   
AR(1) 1.143737 0.017357 65.89298 0.0000
MA(1) 0.922018 0.092062 10.01519 0.0000
   
R-squared 0.995612     Mean dependent var  12286.46
Adjusted R-squared 0.995124     S.D. dependent var  5289.723
S.E. of regression 369.3626     Akaike info criterion  14.82440
Sum squared resid 1227859.     Schwarz criterion  14.89674
Log likelihood -79.53420     Hannan-Quinn criter.  14.77880
Durbin-Watson stat 1.822897   
   
Inverted AR Roots       1.14   
Estimated AR process is nonstationary   
Inverted MA Roots      -.92   
    这个怎么得出模型呀
具体地说就是用ARMA(p,q)模型，如何写出最后的模型，刚接触，不会，望高手不吝赐教！预祝大家圣诞快乐！