模型

ARMA (2, 2)

ARMA (1, 1)

MA (1)

AR (1)

0.1128

−0.8330

-

AR (2)

−0.9535

-

-

MA (1)

−0.1243

0.8752

0.0955

MA (2)

0.9258

-

-

F检验值

35.4240

53.3014

55.7664

(P值)

(0.0000)

(0.0000)

(0.0000)