模型 | 参数 | 标准差 | t值 | AIC |
模型1 | ar1 = −0.0385 | 0.1298 | −0.30 | 670.81 |
ar11 = 0.3240 | 0.1316 | 2.46 | ||
模型2 | ar1 = −0.6091 | 0.1232 | −4.94 | 655.6 |
ar2 = −0.3706 | 0.1298 | −2.86 | ||
模型3 | ma1 = −0.8156 | 0.1373 | −5.94 | 650.62 |
模型4 | ar2 = 0.0018 | 0.1689 | 0.01 | 653.7 |
ma1 = −0.9082 | 0.0931 | −1.01 |