模型 | 模拟结果 | |||
| 参数 | Ar1 | Sma1 | Sma2 |
估计值 | 0.3241 | −0.6996 | −0.1775 | |
S.E. | 0.0833 | 0.0956 | 0.1064 | |
AIC值 | 171.87 | |||
| 参数 | Ar1 | Sar1 | Sar2 |
估计值 | 0.3249 | −0.6983 | −0.3363 | |
S.E. | 0.0846 | 0.0931 | 0.0976 | |
AIC值 | 170.12 | |||
| 参数 | Ar1 | Sar1 | Sar2 |
估计值 | 0.3527 | −0.5345 | 0 | |
S.E. | 0.0829 | 0.0809 | 0 | |
AIC值 | 178.94 |