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 |