我正在对数据进行ARIMAX模型。
代码是：
model = pf.ARIMAX(data = meg_crude_merge_drop[:-12], formula='MEG~CrudeOil+1', ar=4, ma=3, integ = 2,family=pf.Normal())
...以及此代码的输出：
x = model.fit("MLE")
x.summary()
...在这里：
Normal ARIMAX(4,2,3)
======================================================= ==================================================
Dependent Variable: Differenced Differenced MEG Method: MLE
Start Date: 2012-02-06 00:00:00 Log Likelihood: -1750.1127
End Date: 2019-08-26 00:00:00 AIC: 3520.2253
Number of observations: 375 BIC: 3559.4946
==========================================================================================================
Latent Variable Estimate Std Error z P>|z| 95% C.I.
======================================== ========== ========== ======== ======== =========================
AR(1) -0.3586 0.6448 -0.5562 0.578 (-1.6224 | 0.9051)
AR(2) -0.1548 0.3045 -0.5086 0.611 (-0.7516 | 0.4419)
AR(3) 0.0519 0.1271 0.4079 0.6834 (-0.1973 | 0.301)
AR(4) -0.0457 0.0632 -0.7232 0.4695 (-0.1696 | 0.0782)
MA(1) -0.4682 0.6337 -0.7389 0.46 (-1.7102 | 0.7738)
MA(2) -0.2916 0.8 -0.3645 0.7155 (-1.8597 | 1.2764)
MA(3) -0.2077 0.2552 -0.8141 0.4156 (-0.7079 | 0.2924)
Beta 1 0.004 0.2216 0.0178 0.9858 (-0.4304 | 0.4384)
Beta CrudeOil -0.0009 0.0036 -0.245 0.8065 (-0.008 | 0.0062)
Normal Scale 26.0627
==========================================================================================================
有人知道如何解释结果吗？