检验统计量 | lnspread | lnvolume | lnnumber | followerpctg |
P | 6061.7172 0.0000 | 4540.4284 0.0000 | 4320.2546 0.0000 | 1.04e+04 0.0000 |
Z | −70.6454 0.0000 | −59.2574 0.0000 | −52.5595 0.0000 | −96.3804 0.0000 |
L | −124.6132 0.0000 | −93.3347 0.0000 | −92.1691 0.0000 | −215.5951 0.0000 |
Pm | 212.4905 0.0000 | 155.7954 0.0000 | 153.6960 0.0000 | 375.2335 0.0000 |