The estimation of variance is 0.001956, AIC= -443.26,SBC=-437.51. Using analysis of white-noise residual of model, fit of rich table show that the best estimated ARIMA model is(1-B)(1-B 12)Z_t=(1-0.24269B)(1-0.30096 B 12)a_t.

 
  • 对模型进行白噪声残差分析;拟合优度统计量表中表明ARIMA的估计具体模型为:(1-B)(1-B12)Zt=(1-0.;24269B)(1-0
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