dy772012 发表于 2015-3-24 11:20
用三阶做下
Variable Coefficient Std. Error t-Statistic Prob.
C 0.011677 0.002586 4.515154 0.0000
AR(3) 0.054484 0.022973 2.371605 0.0178
R-squared 0.002966 Mean dependent var 0.011682
Adjusted R-squared 0.002438 S.D. dependent var 0.106520
S.E. of regression 0.106390 Akaike info criterion -1.642348
Sum squared resid 21.40405 Schwarz criterion -1.636489
Log likelihood 1556.482 Hannan-Quinn criter. -1.640191
F-statistic 5.624512 Durbin-Watson stat 2.046841
Prob(F-statistic) 0.017811