年份

期限

水平值

P-水平值

一阶差分值

P-一阶差分值

2007~2009

1M

−1.314987

0.6243

−6.132238

0.0000

3M

−0.889085

0.7918

−4.986665

0.0000

6M

−0.589219

0.8702

−6.182018

0.0000

9M

−0.381762

0.9096

−8.307333

0.0000

1Y

−0.367147

0.9120

−8.696512

0.0000

2012~2014

1M

−4.408236

0.0003

−19.84043

0.0000

3M

−2.122044

0.7918

−7.651386

0.0000

6M

−2.042796

0.2685

−7.168297

0.0000

9M

−1.883573

0.3402

−6.464275

0.0000

1Y

−1.799109

0.3811

−6.978789

0.0000

2016~2018

1M

−1.88045

0.3417

−8.113347

0.0000

3M

−1.21385

0.6702

−6.510063

0.0000

6M

−1.37922

0.5936

−6.210402

0.0000

9M

−1.24244

0.6576

−6.728191

0.0000

1Y

−0.90134

0.7879

−8.324654

0.0000