滞后

条件

$\left\{r_t\ge 1\right\}\cap \left\{\chi \ge 1\right\}$

(情况1)

$\left\{r_t\ge 1\right\}\cap \left\{\chi <1\right\}$

(情况2)

$\left\{r_t<1\right\}\cap \left\{\chi <1\right\}$

(情况3)

$\left\{r_t<1\right\}\cap \left\{\chi \ge 1\right\}$

(情况4)

(情况1 + 情况3)

样本

阶数

命中率

个数

百分数

个数

百分数

个数

百分数

个数

百分数

个数

百分数

大小

$l$

${\mu }_t$

1305

35.32%

642

17.37%

579

15.67%

1169

31.64%

1884

50.99%

3695

1

${{\mu }^{\prime }}_t$

1317

35.67%

629

17.04%

560

15.17%

1186

32.12%

1877

50.84%

3692

50

${{\mu }^{\prime }}_t$

1170

32.12%

748

20.53%

809

22.21%

916

25.14%

1979

54.32%

3643

100

${{\mu }^{\prime }}_t$

1143

31.81%

751

20.90%

842

23.43%

857

23.85%

1985

55.25%

3593

150

${{\mu }^{\prime }}_t$

1121

31.64%

750

21.17%

848

23.93%

824

23.26%

1969

55.57%

3543

200

${{\mu }^{\prime }}_t$

1115

31.92%

737

21.10%

852

24.39%

789

22.59%

1967

56.31%

3493

300

${{\mu }^{\prime }}_t$

1088

32.07%

709

20.90%

878

25.88%

718

21.16%

1966

57.94%

3393

400

${{\mu }^{\prime }}_t$

1094

33.22%

657

19.95%

884

26.84%

658

19.98%

1978

60.07%

3293

500

${{\mu }^{\prime }}_t$

1074

33.64%

624

19.54%

872

27.31%

623

19.51%

1946

60.95%

3193

600

${{\mu }^{\prime }}_t$

1068

34.53%

583

18.85%

855

27.64%

587

18.98%

1923

62.17%

3093

700

${{\mu }^{\prime }}_t$

1050

35.08%

556

18.58%

825

27.56%

562

18.78%

1875

62.65%

2993