2012东三省数学建模论文论文

3 0.07920 | . |** . |

4 -0.18120 | . ****| . |

5 0.06234 | . |* . |

6 0.21949 | . |**** . |

7 -0.28446 | .******| . |

8 -0.19395 | . ****| . |

9 0.06136 | . |* . |

10 -0.23080 | . *****| . |

The ARIMA Procedure

Partial Autocorrelations

Lag Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7

8 9 1

11 -0.13089 | . ***| . |

12 0.02687 | . |* . |

序列的白噪声检验

Autocorrelation Check for White Noise

To Chi- Pr >

Lag Square DF ChiSq

--------------------Autocorrelations--------------------

6 31.16 6 <.0001 0.664 0.466 0.369

0.183 0.119 0.202

12 48.44 12 <.0001 0.043 -0.108 -0.107

-0.281 -0.383 -0.299

Minimum Information Criterion

Lags MA 0 MA 1 MA 2 MA 3

MA 4 MA 5

AR 0 5.492823 5.425786 5.450663 5.512824

5.434967 5.538662