Sum squared resid Log likelihood F-statistic Prob(F-statistic)
633899.1 Schwarz criterion -2554.034 Hannan-Quinn criter. 523.5234 Durbin-Watson stat 0.000000
9.981575 9.971523 1.995943
可见，平稳了。 四、 计算ACF和PACF
初步估计为arma(1,1).模型。 五，回归如下;
Dependent Variable: X1 Method: Least Squares Date: 04/18/11 Time: 15:35 Sample (adjusted): 2002 2041
Included observations: 40 after adjustments Convergence achieved after 9 iterations
MA Backcast: OFF (Roots of MA process too large)