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,(1, 4))

0

0.9220^***

(0.1419)

0

0

0.8020^**

(0.1894)

−21.5

0.2129

ARIMA

(1, 1, (1,4))

0.4801^***

(0.1510)

0.9125^***

(0.1845)

0

0

1.1260^***

(0.1889)

−26.7

0.1182