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| 文件名: libor.txt | |
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求助求助!!各位求帮助! 我对下面做的处理语句是 d1=diff(x)#去趋势性 d2=diff(d1,lag=12)#去周期性 然后随机性检验和白噪声检验都通过了 adf.test(d2) 结果:data:d2 Dickey-Fuller = -4.7527, Lag order = 4, p-value = 0.01 alternative hypothesis: stationary Box.test(d2) 结果: Box-Pierce test data:d2 X-squared = 4.9259, df = 1, p-value = 0.02646 但是画出的ACF和PACF图在听后面的阶数突然很大,甚至超过1阶的时候!这个怎么办? ACF和PACF的图我在附件里给各位! 1-Month 5.62% 5.28% 5.08% 4.43% 4.06% 3.83% 3.76% 3.58% 2.64% 2.32% 2.15% 1.88% 1.83% 1.88% 1.88% 1.84% 1.84% 1.84% 1.82% 1.82% 1.82% 1.74% 1.38% 1.38% 1.34% 1.33% 1.31% 1.32% 1.32% 1.12% 1.10% 1.12% 1.12% 1.12% 1.12% 1.12% 1.10% 1.10% 1.09% 1.10% 1.11% 1.36% 1.49% 1.65% 1.84% 1.99% 2.28% 2.42% 2.59% 2.69% 2.86% 3.08% 3.11% 3.34% 3.51% 3.69% 3.86% 4.09% 4.30% 4.39% 4.57% 4.63% 4.83% 5.02% 5.11% 5.35% 5.40% 5.33% 5.32% 5.32% 5.35% 5.33% 5.32% 5.32% 5.32% 5.32% 5.32% 5.32% 5.32% 5.50% 5.49% 4.98% 4.77% 5.02% 3.91% 3.14% 2.81% 2.79% 2.51% 2.47% 2.46% 2.47% 2.93% 3.81% 1.62% 1.08% 0.38% 0.46% 0.53% 0.45% 0.34% 0.32% 0.29% 0.27% 0.25% 0.24% 0.24% 0.23% 0.23% 0.23% 0.24% 0.26% 0.34% 0.35% 0.33% 0.28% 0.26% 0.26% 0.25% 0.26% 0.26% 0.26% 0.25% 0.22% 0.20% 0.19% 0.19% 0.21% 0.23% 0.24% 0.25% 0.28% 0.28% 0.25% 0.24% |
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