如何解决如下问题:
Dependent Variable: SILIY
Method: Least Squares
Date: 01/25/10 Time: 14:59
Sample (adjusted): 1992M05 1996M12
Included observations: 56 after adjustments
Convergence achieved after 15 iterations
MA Backcast: 1991M04 1992M04
Coefficient Std. Error t-Statistic Prob.
AR(1) 0.055288 0.350870 0.157574 0.8754
AR(2) -0.176663 0.207722 -0.850476 0.3991
AR(3) -0.028992 0.205120 -0.141342 0.8882
SAR(12) 0.183992 0.183759 1.001269 0.3215
MA(1) -0.598383 0.323959 -1.847093 0.0707
SMA(12) -0.832678 0.038656 -21.54083 0.0000
我在用Eviews进行建模时,分明是用smpl命令设定的样本期是在1990:01~1996:12之间的,可是模型出来的结果却是上面红色显示的情况,“Sample (adjusted): 1992M05 1996M12 ”,为什么啊?如何避免这种情况发生呢?
此外,MA Backcast: 1991M04 1992M04是什么意思?为什么会出现这个结果?