图5.9上海证券综合指数的SACP、 SPACF以及Q-统计量 Autocorrelation Partial Correlation AC PAC Q-Stat Prob 0.9610.961176.48 0.000 2 0.915-0.120 337.190.000 0.848-0.280 476.180.000 4 0.780-0.021594.380.000 50.700-0.139 690.150.000 01 60.618-0.071 765.110.000 1口 7 0.5460.166823.950.000 80.471-0.110 867.950.000 90.398 -0.080899.570.000 100.329 0.050 921.330.000 110.268-0.002 935.87 0.000 120.2160.040 945.360.000图5.9 上海证券综合指数的SACF、 SPACF以及Q-统计量