系数检验(P值) | F检验(P值) | |||||||
主成分回归 | C | C1 | C2 | C3 | AR(1) | AR(2) | 0.000 | |
0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.020 | |||
OLS回归 | C | AG | AI | CPI | EC | AR(1) | AR(2) | 0.000 |
0.886 | 0.948 | 0.065 | 0.147 | 0.304 | 0.000 | 0.012 | ||
AR2 | AIC | MAPE | ||||||
主成分回归 | 0.99454 | 11.903 | 5.99% | |||||
OLS回归 | 0.99453 | 11.930 | 6.96% |