采样点编号 | 分量 | 模型(p, d, q) | AIC+BIC |
---|---|---|---|
S1 | IMF1 | ARIMA(0,0,1) | -116.945 214 3 |
IMF2 | ARIMA(3,0,3) | -205.001 400 2 | |
IMF3 | ARIMA(0,4,2) | -369.452 525 2 | |
RES | ARIMA(0,5,3) | -526.462 120 9 | |
S2 | IMF1 | ARIMA(2,0,0) | -113.691 085 6 |
RES | ARIMA(2,2,0) | -265.102 977 6 | |
S3 | IMF1 | ARIMA(3,0,2) | -152.175 910 4 |
IMF2 | ARIMA(3,0,3) | -287.689 639 4 | |
RES | ARIMA(0,5,3) | -482.443 750 0 | |
S4 | IMF1 | ARIMA(3,0,2) | -147.255 879 8 |
IMF2 | ARIMA(3,0,3) | -301.629 947 7 | |
RES | ARIMA(0,4,3) | -523.041 348 3 | |
S5 | IMF1 | ARIMA(2,0,0) | -103.902 565 0 |
IMF2 | ARIMA(2,3,1) | -309.402 008 9 | |
RES | ARIMA(0,5,1) | -451.759 672 9 | |
S6 | IMF1 | ARIMA(2,0,1) | -120.444 219 0 |
IMF2 | ARIMA(2,4,2) | -322.685 183 7 | |
RES | ARIMA(1,4,3) | -421.850 247 4 | |
S7 | IMF1 | ARIMA(2,0,2) | -156.684 347 8 |
IMF2 | ARIMA(3,0,3) | -273.182 216 9 | |
IMF3 | ARIMA(2,5,2) | -399.505 237 7 | |
RES | ARIMA(0,4,1) | -719.831 411 3 | |
S8 | IMF1 | ARIMA(2,0,3) | -108.192 046 3 |
IMF2 | ARIMA(2,0,1) | -367.734 391 1 | |
RES | ARIMA(0,5,2) | -412.414 395 2 | |
S9 | IMF1 | ARIMA(2,0,1) | -114.222 055 7 |
IMF2 | ARIMA(2,0,3) | -254.384 080 2 | |
IMF3 | ARIMA(0,5,2) | -345.679 598 9 | |
RES | ARIMA(1,5,2) | -592.075 968 4 | |
S10 | IMF1 | ARIMA(2,0,1) | -114.647 198 7 |
IMF2 | ARIMA(2,2,0) | -358.488 825 6 | |
RES | ARIMA(0,5,1) | -455.632 154 1 | |
S11 | IMF1 | ARIMA(2,0,0) | -146.230 360 3 |
IMF2 | ARIMA(3,0,3) | -338.256 832 6 | |
RES | ARIMA(2,5,1) | -458.034 650 8 | |
S12 | IMF1 | ARIMA(2,0,0) | -122.880 141 4 |
IMF2 | ARIMA(3,0,0) | -270.519 404 0 | |
RES | ARIMA(2,5,2) | -388.038 083 2 | |
S13 | IMF1 | ARIMA(0,0,2) | -120.624 432 6 |
IMF2 | ARIMA(2,0,2) | -256.023 114 9 | |
RES | ARIMA(3,5,2) | -399.506 224 9 | |
S14 | IMF1 | ARIMA(3,0,2) | -149.787 730 8 |
IMF2 | ARIMA(3,0,0) | -272.093 268 5 | |
RES | ARIMA(2,5,2) | -363.573 426 3 | |
S15 | IMF1 | ARIMA(0,0,1) | -119.290 999 9 |
IMF2 | ARIMA(2,0,2) | -244.530 096 7 | |
RES | ARIMA(0,5,2) | -470.177 403 5 | |
S16 | IMF1 | ARIMA(2,0,3) | -98.468 829 4 |
IMF2 | ARIMA(0,2,3) | -321.898 537 0 | |
RES | ARIMA(0,4,2) | -441.287 207 4 | |
S17 | IMF1 | ARIMA(2,0,0) | -109.495 702 3 |
IMF2 | ARIMA(1,2,2) | -209.037 666 4 | |
RES | ARIMA(0,4,1) | -552.550 879 2 | |
S18 | IMF1 | ARIMA(3,0,0) | -127.782 178 4 |
IMF2 | ARIMA(2,0,3) | -253.470 211 9 | |
RES | ARIMA(2,5,2) | -445.574 006 2 | |
S19 | IMF1 | ARIMA(0,0,2) | -99.786 397 0 |
IMF2 | ARIMA(2,3,1) | -251.883 057 8 | |
RES | ARIMA(3,4,0) | -646.644 290 8 | |
S20 | IMF1 | ARIMA(1,0,2) | -138.051 598 3 |
IMF2 | ARIMA(2,0,2) | -222.278 571 2 | |
IMF3 | ARIMA(2,5,2) | -359.904 937 7 | |
RES | ARIMA(0,4,1) | -617.872 007 5 | |
S21 | IMF1 | ARIMA(2,0,3) | -98.966 377 1 |
IMF2 | ARIMA(2,2,3) | -215.117 634 5 | |
RES | ARIMA(2,4,1) | -387.051 278 3 |