wolvking 发表于 2017-5-24 11:53
arima price, arima(p,d,q)
list in -15/-1
tsappend, add(6)
你好,参照你的命令得到如下数据,请问怎么测算15年数据,谢谢大佬指点
+--------------------------+
| year c c_hat1 |
|--------------------------|
17. | 2011 43.86 2.067296 |
18. | 2012 54.9 6.854957 |
19. | 2013 58.91 -17.86203 |
20. | 2014 67.79 9.412015 |
21. | 2015 . -7.030937 |
+--------------------------+
Log likelihood = -45.21189 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| OPG
D3.c | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
c |
_cons | .0508604 .29191 0.17 0.862 -.5212726 .6229935
-------------+----------------------------------------------------------------
ARMA |
ar |
L1. | -1.218293 .3488148 -3.49 0.000 -1.901958 -.5346286
L2. | -.9547952 .3905953 -2.44 0.015 -1.720348 -.1892424
L3. | -.6797807 .3067591 -2.22 0.027 -1.281017 -.0785439
-------------+----------------------------------------------------------------
/sigma | 3.137973 .9215566 3.41 0.000 1.331755 4.944191
------------------------------------------------------------------------------
Note: The test of the variance against zero is one sided, and the two-sided
confidence interval is truncated at zero.