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MA Backcast: 1980
Variable Coefficient Std. Error t-Statistic Prob.
C 0.155689 0.004656 33.43978 0.0000
AR(1) 1.555916 0.135041 11.52176 0.0000
AR(2) -0.778759 0.127444 -6.110607 0.0000
MA(1) -0.997442 0.117890 -8.460799 0.0000
R-squared 0.610150 Mean dependent var 0.146300
Adjusted R-squared 0.561419 S.D. dependent var 0.069895
S.E. of regression 0.046288 Akaike info criterion -3.176293
Sum squared resid 0.051423 Schwarz criterion -2.985978
Log likelihood 48.46810 Hannan-Quinn criter. -3.118111
F-statistic 12.52073 Durbin-Watson stat 1.813119
Prob(F-statistic) 0.000040
Inverted AR Roots .78-.42i .78+.42i
Inverted MA Roots 1.00