ARIMA(2,1,2)模型,得到结果中,MA中的第一项是什么问题呀,若是用疏系数模型,是什么命令呀?
Sample: 2002m3 - 2009m6 Number of obs = 88
Wald chi2(3) = 114.12
Log likelihood = -22.1998 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| OPG
D.y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ARMA |
ar |
L1. | -1.006192 .1313857 -7.66 0.000 -1.263704 -.7486812
L2. | -.3080714 .0728139 -4.23 0.000 -.450784 -.1653588
ma |
L1. | -.2234707 . . . . .
L2. | -.7765289 .2317534 -3.35 0.001 -1.230757 -.3223007
-------------+----------------------------------------------------------------
/sigma | .3023022 .030728 9.84 0.000 .2420765 .3625279
------------------------------------------------------------------------------


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