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51楼

puxingrong 发表于 2010-9-9 11:34:18

个人感觉是6 、1

数据的奥秘！！！

52楼

无人问津的小草 发表于 2010-9-9 16:12:16

51# puxingrong
我已经把数据挂在1楼，
能否帮我跑一下软件？小弟不胜感激。

53楼

787740190 发表于 2010-9-9 20:17:59

Dependent Variable: Y
Method: Least Squares
Date: 09/09/10 Time: 20:10
Sample(adjusted): 7 201
Included observations: 195 after adjusting endpoints
Convergence achieved after 17 iterations
Backcast: -3 6

Variable Coefficient Std. Error t-Statistic Prob.

AR(1) 0.327373 0.060503 5.410875 0.0000
AR(4) 0.420421 0.073347 5.731959 0.0000
AR(6) 0.244921 0.067490 3.629002 0.0004
MA(1) -0.469129 0.000852 -550.3966 0.0000
MA(4) -0.277123 0.073617 -3.764413 0.0002
MA(10) -0.214330 0.060957 -3.516091 0.0005

R-squared 0.095512       Mean dependent var 9.302564
Adjusted R-squared 0.071583       S.D. dependent var 8.587677
S.E. of regression 8.274602       Akaike info criterion 7.094545
Sum squared resid 12940.65       Schwarz criterion 7.195252
Log likelihood -685.7181       Durbin-Watson stat 2.054431

Inverted AR Roots          1.00    .30+.71i    .30 -.71i    -.20+.66i
   -.20 -.66i       -.86
Inverted MA Roots          .99    .72 -.45i    .72+.45i    .28+.84i
   .28 -.84i    -.19+.82i    -.19 -.82i    -.65+.47i
   -.65 -.47i       -.85