> x.arma <- arma(x, order = c(1,1),include.intercept =FALSE)
> summary(x.arma)
Call:
arma(x = x, order = c(1, 1), include.intercept = FALSE)
Model:
ARMA(1,1)
Residuals:
Min 1Q Median 3Q Max
-6433.8 318.1 617.0 979.1 2545.3
Coefficient(s):
Estimate Std. Error t value Pr(>|t|)
ar1 0.86543 0.07189 12.039 <2e-16 ***
ma1 -0.07997 0.15293 -0.523 0.601
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Fit:
sigma^2 estimated as 2531358, Conditional Sum-of-Squares = 188404299, AIC = 1287.5
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目前数据如以上
请问 ma这时怎么筛选呢?
输入什么?