求教关于ARMA模型的残差检验

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做了ARMA以后，做残差检验，得到的结果，最后一栏Prob基本上都是零。是不是就说明通不过白噪声检验？

换了别的p，q值，也还是这样。这是为什么呀？

难道是数据不适合用ARMA么？

PS：我的数据是日数据，但是有比较强的周期性。

Q-statistic probabilities adjusted for 4 ARMA term(s)            Autocorrelation Partial Correlation  AC   PAC  Q-Stat  Prob              |       |         |       | 1 0.002 0.002 0.0222         |       |         |       | 2 0.008 0.008 0.5293         |       |         |       | 3 0.008 0.008 0.9600         |       |         |       | 4 -0.034 -0.034 9.4945         |       |         |       | 5 -0.025 -0.025 14.054      0.000        |       |         |       | 6 -0.010 -0.010 14.840      0.001        |       |         |       | 7 0.018 0.019 17.081        0.001        |       |         |       | 8 -0.004 -0.005 17.206      0.002        |       |         |       | 9 -0.032 -0.034 24.917     0.000        |       |         |       | 10 0.005 0.004 25.128      0.000        |       |         |       | 11 0.033 0.035 33.131      0.000        |       |         |       | 12 -0.001 0.000 33.133     0.000        |       |         |       | 13 0.003 0.000 33.218      0.000        |       |         |       | 14 -0.007 -0.010 33.623   0.000        |       |         |       | 15 0.012 0.014 34.620      0.000        |       |         |       | 16 0.004 0.008 34.768      0.001        |       |         |       | 17 0.018 0.018 37.037      0.000        |       |         |       | 18 0.007 0.003 37.349      0.001        |       |         |       | 19 0.003 0.004 37.425      0.001        |       |         |       | 20 0.023 0.026 41.451     0.000        |       |         |       | 21 0.021 0.022 44.536     0.000        |       |         |       | 22 0.011 0.010 45.383     0.000        |       |         |       | 23 0.021 0.020 48.502     0.000        |       |         |       | 24 0.025 0.027 53.070     0.000        |       |         |       | 25 -0.012 -0.009 54.113   0.000        |       |         |       | 26 -0.013 -0.011 55.365   0.000        |       |         |       | 27 -0.005 -0.004 55.525   0.000        |       |         |       | 28 0.021 0.023 58.753      0.000        |       |         |       | 29 -0.001 0.002 58.757    0.000        |       |         |       | 30 0.021 0.020 61.923     0.000        |       |         |       | 31 0.019 0.016 64.655     0.000        |       |         |       | 32 0.021 0.022 67.759     0.000        |       |         |       | 33 0.026 0.027 72.593     0.000        |       |         |       | 34 0.041 0.040 84.918     0.000        |       |         |       | 35 0.026 0.025 90.056     0.000        |       |         |       | 36 0.028 0.030 95.647     0.000      

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