有没有高手帮忙看一下哈,最好能说具体点,解释的详细点,我刚玩SAS。在线等
Autocorrelations
Lag Covariance Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1 Std Error
0 0.00039160 1.00000 | |********************| 0
1 -0.0001387 -.35411 | *******| . | 0.070186
2 0.00004956 0.12656 | . |*** | 0.078495
3 0.00002886 0.07370 | . |* . | 0.079494
4 0.00002104 0.05373 | . |* . | 0.079830
5 4.97517E-6 0.01270 | . | . | 0.080008
6 0.00001453 0.03711 | . |* . | 0.080018
7 0.00002372 0.06058 | . |* . | 0.080103
8 -0.0000133 -.03409 | . *| . | 0.080328
9 0.00003591 0.09170 | . |**. | 0.080399
10 -6.4902E-6 -.01657 | . | . | 0.080913
11 0.00003436 0.08775 | . |**. | 0.080930
12 -0.0000329 -.08403 | .**| . | 0.081397
13 0.00004416 0.11276 | . |**. | 0.081823
14 7.40244E-6 0.01890 | . | . | 0.082585
15 0.00001252 0.03198 | . |* . | 0.082606
"." marks two standard errors
Inverse Autocorrelations
Lag Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1
1 0.34916 | . |******* |
2 -0.04017 | . *| . |
3 -0.16341 | ***| . |
4 -0.11313 | .**| . |
5 -0.05075 | . *| . |
6 -0.02953 | . *| . |
7 -0.02248 | . | . |
8 -0.00664 | . | . |
9 -0.05125 | . *| . |
10 -0.01613 | . | . |
11 0.00463 | . | . |
12 0.03333 | . |* . |
13 -0.07866 | .**| . |
14 -0.09330 | .**| . |
15 -0.05082 | . *| . |
Partial Autocorrelations
Lag Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1
1 -0.35411 | *******| . |
2 0.00133 | . | . |
3 0.13598 | . |*** |
4 0.14178 | . |*** |
5 0.06690 | . |* . |
6 0.03516 | . |* . |
7 0.06591 | . |* . |
8 -0.01421 | . | . |
9 0.05721 | . |* . |
10 0.01809 | . | . |
11 0.08165 | . |**. |
12 -0.05772 | . *| . |
13 0.03778 | . |* . |
Autocorrelation Check for White Noise
To Chi- Pr >
Lag Square DF ChiSq --------------------Autocorrelations--------------------
6 31.21 6 <.0001 -0.354 0.127 0.074 0.054 0.013 0.037
12 37.31 12 0.0002 0.061 -0.034 0.092 -0.017 0.088 -0.084