为什么我在R和SPSS中获得不同的ARIMA参数?

时间:2017-01-05 21:49:40

标签: r spss

  1. 我在R中使用了auto.arima我得到了ARIMA(0,1,2),而在SPSS中使用了专家,我得到了ARIMA(0,1,1)。

  2. 我在R中使用了auto.arima。我得到了ARIMA(0,1,2);然后在SPSS中使用“选择模型ARIMA(0,1,2)”,得到了不同的arima参数系数值。

  3. 数据

    c(32, 32, 32.5, 32, 32, 31.25, 31.5, 31.5, 32, 32, 31.25, 31.75, 
    30.5, 31.5, 31.5, 31.5, 33.5, 36, 36.75, 36.25, 36.5, 37, 37, 
    37, 35.75, 37.25, 37, 36.5, 37.5, 38, 37.75, 38.25, 38, 37.75, 
    39, 38, 36, 34.5, 34, 34.75, 35, 33, 32.75, 32.5, 31.5, 31.25, 
    32, 29.25, 34.25, 34.5, 30.25, 27, 26.75, 27.75, 27.75, 27, 28.25, 
    29, 30.25, 30.75, 31.5, 32.5, 33.75, 34.75, 36.5, 37.75, 39, 
    38.5, 39.75, 38.5, 40, 40.5, 40.25, 40, 39.5, 38.5, 40.75, 41.5, 
    42.5, 43.25, 44, 44.75, 45, 44.25, 43.5, 43.25, 43, 42.75, 43.25, 
    42.5, 43.5, 42.75, 44.5, 43, 42, 39.5, 38.25, 38.25, 38.5, 38.5, 
    38.25, 39.5, 41, 42.5, 43.75, 42.5, 42, 43.5, 43.25, 44.25, 46.25, 
    46.25, 47.25, 46.75, 46.5, 47.5, 48, 48.75, 48.75, 50.25, 51.75, 
    50.5, 51.5, 52.75, 55.25, 54, 53.5, 53.25, 52.75, 53, 53, 53, 
    51.75, 53.25, 55, 53, 53.5, 52, 57.5, 58.25, 59, 60.75, 61.5, 
    57.75, 58.5, 58, 57.25, 58, 59, 61.5, 59, 60, 59.75, 60, 57.75, 
    56.5, 54.5, 53, 52, 51.5, 52.5, 55.75, 57.5, 59, 59, 60.75, 60, 
    61.5, 61, 59.5, 57.5, 54.75, 54, 56.75, 60.5, 63.5, 61, 59.5, 
    59.5, 59, 61.25, 64.5, 67, 71, 69, 68.5, 71.25, 69, 70.25, 69, 
    66.75, 66, 66.5, 66.5, 68, 72.25, 74.52, 82.22, 84.84, 85.17, 
    88.44, 90.24, 94.66, 102.85, 101.54, 102.36, 105.31, 103.51, 
    94.99, 93.52, 91.72, 94.34, 94.34, 90.9, 92.04, 92.37, 95.65, 
    92.21, 91.23, 90.24, 88.77, 88.28, 90.41, 90.41, 90.73, 91.06, 
    91.72, 91.23, 90.57, 91.06, 90.41, 93.85, 92.86, 92.37, 92.37, 
    93.19, 94.17, 96.63, 93.03, 92.54, 91.55, 91.39, 90.9, 92.37, 
    86.48, 87.95, 84.84, 84.02, 85, 84.02, 84.51, 84.51, 84.84)
    

0 个答案:

没有答案