REITs

股票

债券

REITs(−1)

0.281093^**

0.020544^*

0.000603^***

[5.77481]

[0.29294]

[0.19810]

REITs(−2)

−0.150839^**

0.031307^**

0.003162^***

[−3.03947]

[0.43786]

[1.01859]

REITs(−3)

−0.039882^**

−0.186830^*

0.000412^***

[−0.82845]

[−2.69364]

[0.13680]

股票(−1)

−0.026248^**

−0.054059^**

−0.001169^***

[−0.76717]

[−1.09667]

[−0.54609]

股票(−2)

0.050657^*

−0.027369^**

0.001388^***

[1.48564]

[−0.55710]

[0.65076]

股票(−3)

0.082083^*

0.020003^**

−0.004000^***

[2.40904]

[0.40747]

[−1.87638]

债券(−1)

−0.408420

−2.602137

0.350951^**

[−0.53633]

[−2.37173]

[7.36710]

债券(−2)

0.605105

1.646718

−0.026437^*

[0.75532]

[1.42667]

[−0.52750]

债券(−3)

1.651951

0.509928

0.031598^**

[2.18233]

[0.46756]

[0.66727]

常数项

−0.029883^**

−0.058324^*

0.002542^***

[−0.83380]

[−1.12949]

[1.13372]

对数似然值−431.0559

残差项方差与协方差行列式0.001318

Akaike信息准则AIC 2.013345

Shwartz信息准则SC 2.283664