Dependent Variable: GDP
Method: Least Squares
Date: 12/24/09 Time: 15:33
Sample (adjusted): 1998 2008
Included observations: 11 after adjustments
Convergence achieved after 10 iterations
MA Backcast: 1997

Variable Coefficient Std. Error t-Statistic Prob.

AR(1) 1.143737 0.017357 65.89298 0.0000
MA(1) 0.922018 0.092062 10.01519 0.0000

R-squared 0.995612 Mean dependent var12286.46
Adjusted R-squared 0.995124 S.D. dependent var5289.723
S.E. of regression 369.3626 Akaike info criterion14.82440
Sum squared resid 1227859. Schwarz criterion14.89674
Log likelihood -79.53420 Hannan-Quinn criter.14.77880
Durbin-Watson stat 1.822897

Inverted AR Roots 1.14
Estimated AR process is nonstationary
Inverted MA Roots -.92
这个怎么得出模型呀
具体地说就是用ARMA(p,q)模型，如何写出最后的模型，刚接触，不会，望高手不吝赐教！预祝大家圣诞快乐！