哪位大虾能给解释一下下面程序每一行表示的意思啊???
谢谢!!
data ex;
seed1=12; %这里的数12表示什么?
ylag1=rannor(seed1);
ylag2=rannor(12345678);
seed2=1234;
elag1=rannor(seed2);
ar1=0.6;
ar2=0.4;
ma=0.9;
seed3=123456;
do i=1 to 1000;
e=rannor(seed3);
y=ar1*ylag1+ar2*ylag2+e+ma1*elag1; %这是不是ARMA(21)模型?
ylag2=ylag1;
ylag1=y;
elag1=e;
output;
end;
run;
proc arima data=ex;
identify var=y;
estimate p=1 q=0 method=ml maxit=100;
estimate p=0 q=1 method=ml maxit=100;
estimate p=1 q=1 method=ml maxit=100;
run;