搜索
人大经济论坛 附件下载

附件下载

所在主题:
文件名:  libor.txt
资料下载链接地址: https://bbs.pinggu.org/a-1118176.html
附件大小:
954 Bytes   举报本内容





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%



    熟悉论坛请点击新手指南
下载说明
1、论坛支持迅雷和网际快车等p2p多线程软件下载,请在上面选择下载通道单击右健下载即可。
2、论坛会定期自动批量更新下载地址,所以请不要浪费时间盗链论坛资源,盗链地址会很快失效。
3、本站为非盈利性质的学术交流网站,鼓励和保护原创作品,拒绝未经版权人许可的上传行为。本站如接到版权人发出的合格侵权通知,将积极的采取必要措施;同时,本站也将在技术手段和能力范围内,履行版权保护的注意义务。
(如有侵权,欢迎举报)
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

GMT+8, 2026-1-3 16:44