Autocorrelation function for ld_Pt
LAG ACF PACF Q-stat. [p-value]
1 0.0327 0.0327 0.2617 [0.609]
2 -0.0481 -0.0492 0.8315 [0.660]
3 0.1048 0.1085 * 3.5461 [0.315]
4 -0.0197 -0.0304 3.6422 [0.457]
5 -0.0037 0.0093 3.6456 [0.601]
6 -0.0441 -0.0593 4.1324 [0.659]
7 0.1058 0.1182 * 6.9457 [0.435]
8 -0.0666 -0.0869 8.0651 [0.427]
9 -0.0259 0.0071 8.2349 [0.511]
10 0.0814 0.0466 9.9219 [0.447]
11 -0.0400 -0.0238 10.3307 [0.501]
12 -0.0034 -0.0002 10.3336 [0.587]
13 0.0387 0.0350 10.7188 [0.634]
14 -0.0495 -0.0650 11.3536 [0.658]
15 0.0524 0.0784 12.0686 [0.674]
16 -0.0221 -0.0418 12.1966 [0.730]
17 -0.0331 -0.0279 12.4845 [0.770]
18 0.0508 0.0521 13.1653 [0.782]
19 -0.0053 -0.0026 13.1726 [0.830]
20 0.1007 0.0955 15.8683 [0.725]
21 0.0131 0.0185 15.9143 [0.774]
22 -0.0305 -0.0464 16.1639 [0.808]
23 -0.1080 * -0.1244 * 19.3059 [0.683]
这样的检验结果可以构建ARCH模型吗?怎么构建啊?
序列是不是自相关的?