对比指标

$ARIMA\left(1,1,0\right)$

$ARIMA\left(1,1,1\right)$

$ARIMA\left(1,1,2\right)$

$ARIMA\left(2,1,1\right)$

$ARIMA\left(2,1,2\right)$

t检验P值

$p\left({\theta }_1\right)<0.0001$

$\begin{array}{l}p\left({\theta }_1\right)=0.7859\\ p\left({\theta }_2\right)<0.0001\end{array}$

$\begin{array}{l}p\left({\theta }_1\right)=0.7952\\ p\left({\theta }_2\right)=0.7485\\ p\left({\theta }_3\right)<0.0001\end{array}$

$\begin{array}{l}p\left({\theta }_1\right)=0.9021\\ p\left({\theta }_2\right)=0.6224\\ p\left({\theta }_3\right)=0.9085\end{array}$

$\begin{array}{l}p\left({\theta }_1\right)=0.9887\\ p\left({\theta }_2\right)=0.9871\\ p\left({\theta }_3\right)=0.7584\\ p\left({\theta }_4\right)=0.784\end{array}$

残差白噪声检验

(以6阶为例)

0.9634

0.9213

0.8401

0.8279

0.6588

AIC值

707.2615

709.187

711.0799

711.1487

713.0746