模型

$X_{t-1}$

${\epsilon }_{t-1}$

${\epsilon }_{t-2}$

${\epsilon }_{t-3}$

${\epsilon }_{t-4}$

AIC

(LB Test)

P-value

ARIMA

(0, 1, 4)

0

0.8598^***

(0.1731)

0.5419^***

(0.2144)

0.3342^**

(0.1682)

0.2495^**

(0.1398)

−22.83

0.3869

ARIMA

(1, 1, 0)

0.8579^***

(0.0838)

0

0

0

0

−35.47

0.1554

ARIMA

(1, 1, 4)

0.9770^***

(0.0259)

−0.7647^***

(0.1858)

−0.3190^*

(0.1963)

0.2309

(0.2265)

0.4344^***

(0.1612)

−49

0.8415

ARIMA

(0, 1, 1)

0

0.6776^***

(0.0958)

0

0

0

−14.25

0.0140

ARIMA

(1, 1, 1)

0.8415^***

(0.1733)

0.0520

(0.4574)

0

0

0

−33.04

0.174