series ilip=log(ip)-log(ip(-1))
series silip=ilip-ilip(-1)
之后确定了p、q值。
然后建立模型时是输入下面的那个?
ls d(d(log(ip))) ar(1) ma(1)
ls d(d(log(ip))) ar(1) ma(1)
2.同上,做季节时
series ilip=log(ip)-log(ip(-1))
series silip=ilip-ilip(-12)
书上输入的是:
ls d(log(ip),1,12) ar(1) ar(2) ar(3) sar(12) sma(12)
为啥不是:
ls d(d(log(ip)),1,12) ar(1) ar(2) ar(3) sar(12) sma(12) |