模型变量 | 模型1 | 模型2 | 模型3 | 模型4 | 模型5 | 模型6 | 模型7 | 模型8 | 模型9 |
AR(1) | — | — | — | 0.1562 | 0.1607 | −0.4136 | 0.3312 | −0.6302 | −0.8803 |
AR(2) | — | — | — | 0.0509 | 0.0521 | 0.3991 | 0.0958 | — | −0.0057 |
AR(3) | — | — | — | — | — | — | — | — | 0.5321 |
SAR(1) | −0.4920 | −0.4975 | −0.5214 | −0.5190 | −1.0753 | −0.2650 | −0.5121 | −1.0851 | −0.5145 |
SAR(2) | −0.2209 | −0.2178 | −0.2321 | −0.2304 | −0.3489 | — | −0.2257 | −0.3522 | −0.2299 |
SMA(1) | −0.3572 | −0.3384 | −0.303 | −0.3073 | 0.2698 | −0.5474 | −0.3138 | 0.2762 | −0.3222 |
SMA(2) | — | — | — | — | −0.3518 | — | — | −0.3556 | — |
MA(1) | −0.8297 | −0.7476 | −0.7425 | −0.8985 | −0.8966 | −0.3217 | −1.0748 | −0.1039 | 0.1838 |
MA(2) | — | −0.1108 | −0.0718 | — | — | −0.7669 | 0.0841 | −0.5452 | −0.7305 |
MA(3) | — | — | −0.0541 | — | — | 0.2187 | 0.0624 | −0.1220 | −0.7093 |
MA(4) | — | — | — | — | — | — | — | — | 0.4291 |
AIC | 487.17 | 486.08 | 487.32 | 487.17 | 487.04 | 492.44 | 488.66 | 489.03 | 484.06 |