模型

$y_{t-1}$

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

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

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

AIC

残差白噪声检验P值

参数显著性 检验

ARIMA(0,1,1)

0

0.3570

0

0

−208.6700

0.8485

/

ARIMA(0,1,3)

0

0.4046

0.1606

0.2778

−209.6828

0.9954

${\theta }_2$ 不显著

ARIMA(1,1,0)

0.3851

0

0

0

−210.2100

0.9348

/

ARIMA(1,1,1)

0.6774

−0.3533

0

0

−209.2735

0.9762

${\theta }_1$ 不显著

ARIMA(1,1,3)

−0.3527

0.7405

0.3175

0.3361

−208.3800

0.9989

${\theta }_1$ ， ${\theta }_2$ 不显著

ARIMA(0,1,(1,3))

0

0.3721

0

0.2625

−209.6645

0.9930

/

ARIMA(1,1,(1,3))

0.3853

0.0323

0

0.2331

−208.9170

0.9849

/