5# lxfkxkr
我想问这个输出的结果能构建ARCH模型吗?
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]