求助，用spss求自相关系数！！！

Partial Autocorrelations
Series:VAR00001
Lag	Partial Autocorrelation	Std. Error
1	.872	.183
2	-.019	.183
3	.083	.183
4	-.059	.183
5	-.061	.183
6	-.140	.183
7	-.116	.183
8	.003	.183
9	-.139	.183
10	.065	.183
11	.022	.183
12	-.111	.183
13	.030	.183
14	-.058	.183
15	-.089	.183
16	-.111	.183
17	-.038	.183
18	.014	.183
19	.064	.183

上个帖子显示的不全，再重新发一下吧。

将滞后项调整为19

得出的结论是

Autocorrelations

Series:VAR00001

Lag

 

Box-Ljung Statistic

Autocorrelation

Std. Errora

Value

df

Sig.b

1

.872

.174

25.158

1

.000

2

.755

.171

44.719

2

.000

3

.674

.168

60.878

3

.000

4

.588

.165

73.645

4

.000

5

.496

.161

83.105

5

.000

6

.387

.158

89.098

6

.000

7

.271

.155

92.168

7

.000

8

.182

.151

93.617

8

.000

9

.079

.148

93.903

9

.000

10

.007

.144

93.905

10

.000

11

-.043

.141

93.998

11

.000

12

-.114

.137

94.693

12

.000

13

-.162

.133

96.168

13

.000

14

-.202

.129

98.606

14

.000

15

-.250

.125

102.603

15

.000

16

-.298

.121

108.685

16

.000

17

-.338

.116

117.103

17

.000

18

-.354

.112

127.111

18

.000

19

-.340

.107

137.225

19

.000

a. The underlying process assumed is independence (white noise).

b. Based on the asymptotic chi-square approximation.

Partial Autocorrelations

Series:VAR00001

Lag

Partial Autocorrelation

Std. Error

1

.872

.183

2

-.019

.183

3

.083

.183

4

-.059

.183

5

-.061

.183

6

-.140

.183

7

-.116

.183

8

.003

.183

9

-.139

.183

10

.065

.183

11

.022

.183

12

-.111

.183

13

.030

.183

14

-.058

.183

15

-.089

.183

16

-.111

.183

17

-.038

.183

18

.014

.183

19

.064

.183

显示的不好，还是用附件方式吧