在用R软件给arma定阶时,使用的函数是eacf(),但是我的运行结果总是不对呀!我把我输入的附上,希望各位大侠帮帮忙!
> z<-read.csv("353data.csv")
> z
X.0.703402666
1 0.4694844
2 -3.3336420
3 3.3336420
4 -1.8913093
5 -0.7185660
6 -0.4819286
7 -0.9708814
8 -2.4692613
9 -1.7654935
10 1.0126669
11 -1.5228721
12 -2.8536307
13 -2.6668247
14 0.0000000
15 1.8742182
16 -1.8742182
17 0.0000000
18 -2.7398974
19 -2.8170877
20 -1.4388737
21 -1.1661940
22 3.7414436
23 3.0600440
24 1.3605652
25 0.0000000
26 1.3423020
27 -1.3423020
28 -4.1385216
29 1.9526422
30 2.1858794
31 -1.3605652
32 -1.3793322
33 -0.2781643
34 0.2781643
35 1.3793322
36 0.0000000
37 -2.7779564
38 2.7779564
39 -2.7779564
40 -0.8486614
41 -3.4685558
42 -4.5120435
43 -10.7071380
44 2.7028672
45 0.3327790
46 -1.3378126
47 -4.4757901
48 2.0906685
49 -3.5091320
50 0.0000000
51 -1.8018505
52 1.8018505
53 -1.8018505
54 1.8018505
55 0.0000000
56 -5.5059777
57 -3.8466281
58 -4.0005335
59 -0.4089985
60 2.8284714
61 -6.5867425
62 5.7867382
63 0.8000043
64 -0.3992021
65 7.6961041
66 0.0000000
67 1.8349139
68 -0.7299302
69 0.7299302
70 3.5718083
71 -1.7699577
72 0.0000000
73 0.0000000
74 -3.6367644
75 0.0000000
76 -3.7740328
77 -3.9220713
78 0.0000000
79 -2.0202707
80 5.9423420
81 3.7740328
82 0.0000000
83 -3.7740328
84 3.7740328
85 3.6367644
86 1.0657294
87 0.0000000
88 -2.8675800
89 0.0000000
90 -1.8349139
91 0.0000000
92 -3.7740328
93 1.1472401
94 -1.1472401
95 3.0305349
96 1.4815086
97 1.4598799
98 -27.8066614
99 23.7395574
100 -1.9048195
101 7.0530151
102 -3.2789823
103 -2.6267927
104 -0.3809528
105 0.0000000
106 3.0077455
107 3.6367644
108 1.0657294
109 -2.1429391
110 -0.7246409
111 0.3629768
112 0.7220248
113 0.7168489
114 1.7699577
115 0.0000000
116 -0.7042283
117 0.3527341
118 -0.3527341
119 1.7513582
120 0.6920443
121 3.3901552
122 1.6529302
123 1.6260521
124 4.7252885
125 0.9188426
126 13.9231579
127 14.3100844
128 -0.2301497
129 1.3730193
130 6.5957968
131 10.1096117
132 0.0000000
133 -2.3347364
134 -4.2217325
135 0.0000000
136 -1.0320009
137 5.6466612
138 -0.9852296
139 2.9270382
140 0.0000000
141 -0.9661911
142 -0.9756175
143 1.9418086
144 1.5267472
145 4.0821995
146 1.8018505
147 6.8992871
148 4.8790164
149 6.4538521
150 4.7939462
151 -0.7117468
152 -2.7518029
153 -3.8927071
154 0.0000000
155 -3.1010237
156 0.7843177
157 11.0814366
158 0.6968669
159 -0.6968669
160 -4.2863704
161 -0.7326040
162 4.4579632
163 0.5610113
164 1.1126679
165 -2.0965128
166 0.9838449
167 -0.2801122
168 5.0591786
169 1.0610179
170 -2.4033199
171 -0.9504484
172 0.2724797
173 -0.6825965
174 2.0339684
175 0.0000000
176 0.0000000
177 0.0000000
178 -0.6734032
179 0.6734032
180 0.0000000
181 0.6688988
182 1.3245227
183 5.5036281
184 -0.6246116
185 0.8733680
186 0.6191970
187 0.6153866
188 -1.2345836
189 0.6191970
190 0.6153866
191 -0.6153866
192 -1.2422520
193 -1.8928010
194 1.8928010
195 2.4692613
196 0.6079046
197 0.0000000
198 3.3376161
199 3.6828098
200 4.4206093
201 0.7539077
202 -1.4046692
203 1.7260407
204 0.6396610
205 0.5299429
206 0.1056524
207 2.9138378
208 3.5268139
209 -3.0153038
210 -13.8793024
211 -6.7904869
212 -8.0984180
213 -4.8790164
214 0.0000000
215 2.8170877
216 4.7466537
217 1.3158085
218 0.6514681
219 0.0000000
220 0.6472515
221 1.4093763
222 -2.0566278
223 -3.1664915
224 -1.0781776
225 -2.4692613
226 -4.2559614
227 -3.5401927
228 -9.4409684
229 -2.6757449
230 -3.6242103
231 -8.0482172
232 0.0000000
233 -3.2916815
234 -14.8262537
235 9.1567194
236 -4.2559614
237 0.4338402
238 1.7167804
239 -1.0695289
240 1.2820688
241 0.4237294
242 -1.7057983
243 0.0000000
244 -1.5168221
245 0.8695707
246 0.8620743
247 -0.6458580
248 -0.6500565
249 -0.8733680
250 0.0000000
251 -0.2195391
252 -1.7738824
253 -1.5783868
254 -0.6841532
255 -1.1507607
256 -1.6336419
257 -0.7083855
258 -0.4750603
259 -1.6807118
260 1.2033840
261 -1.4458083
262 -0.9756175
263 0.2447982
264 -0.2447982
265 -0.2453989
266 0.2453989
267 0.2447982
268 -2.2250609
269 -1.5113638
270 0.2534856
271 2.5001302
272 -5.0643733
273 -0.7822726
274 -9.8981834
275 -14.5995202
276 -7.2822460
277 5.5958654
278 -1.0256500
279 0.0000000
280 -1.0362787
281 0.3466208
282 -6.4307867
283 -15.1080367
284 -8.0400425
285 -4.2761859
286 5.2021185
287 2.2780028
288 -5.0819248
289 2.8039220
290 -0.4618946
291 -0.9302393
292 5.0124387
293 -2.2472856
294 -1.3730193
295 -0.9259325
296 -2.3530497
297 2.3530497
298 0.0000000
299 0.0000000
300 -2.3530497
301 0.9478744
302 1.4051753
303 -4.7628049
304 -2.4692613
305 0.0000000
306 -5.1293294
307 -5.9638266
308 0.5571045
309 -16.2518929
310 12.8617378
311 0.0000000
312 -10.9199292
313 -4.5909701
314 0.0000000
315 -0.6734032
316 -12.2014951
317 0.0000000
318 21.2399012
319 0.0000000
320 -4.4171218
321 -3.2789823
322 -6.8992871
323 -5.1293294
324 -1.5151805
325 -8.7705580
326 -3.3901552
327 3.3901552
328 6.4538521
329 13.8402323
330 3.3447934
331 3.2365284
332 4.9699669
333 1.2048339
334 1.7804625
335 10.0643526
336 0.0000000
337 -6.5957968
338 4.9871830
339 2.1391190
340 -2.1391190
341 0.0000000
342 -14.5182010
343 0.0000000
344 10.0975917
345 -2.2858138
346 5.6194558
347 -2.2100347
348 -0.5602256
349 1.1173301
350 0.0000000
351 2.7398974
> eacf(z)
错误于`[.default`(z, 1:(length(z) - lag)) : 只有负下标里才能有零
>
这里我把z的具体值都表现出来,各位也好看看哈~