模型

df

X-squared

(Portmanteau Q Test)

P-value

ARIMA(1, 1, 4)

1

0.0264

0.8709

2

1.3396

0.5118

3

1.7678

0.622

4

2.3639

0.6692

5

2.993

0.7011

6

4.1848

0.6517

ARIMA(1, 1, (1, 4))

1

0.51071

0.4748

2

3.0602

0.2165

3

3.2544

0.354

4

3.2802

0.5121

5

3.3008

0.6537

6

3.3925

0.7582