Copula函数 | 参数 | p值 | RMSE | AIC |
t-Copula (v = 2) | [0.98, 0.91, 0.33, 0.93, 0.35, 0.43] | 0.29 | 0.022 | −370.37 |
t-Copula (v = 3) | [0.99, 0.92, 0.37, 0.94, 0.39, 0.47] | 0.45 | 0.020 | −379.46 |
t-Copula (v = 4) | [0.99, 0.93, 0.40, 0.94, 0.42, 0.49] | 0.55 | 0.020 | −379.34 |
t-Copula (v = 5) | [0.99, 0.94, 0.42, 0.95, 0.43, 0.51] | 0.61 | 0.020 | −377.47 |