第8讲第二章第三节随机过程及其平稳性.pptVIP

View/correlogram/level/ok Date: 02/05/09 Time: 23:27 Sample: 1981 2002 Included observations: 22 Autocorrelation Partial Correlation AC? ?PAC ?Q-Stat ?Prob ?????. |*******| ?????. |*******| 1 0.864 0.864 18.783 0.000 ?????. |****** | ?????. | . | 2 0.734 -0.052 33.003 0.000 ?????. |***** | ?????. *| . | 3 0.597 -0.101 42.903 0.000 ?????. |*** | ?????. *| . | 4 0.457 -0.097 49.037 0.000 ?????. |*** | ?????. | . | 5 0.345 0.015 52.737 0.000 ?????. |**. | ?????. *| . | 6 0.220 -0.133 54.332 0.000 ?????. |* .