C | 滞后项选择及系数 | ||||
Coefficient | Std. Error | Lagging Term (p) | Coefficient | Std. Error | |
H1 | 0.024255 | 0.032345 ** (0.749885) | −6 | 0.074623 | 0.029086** (2.565595) |
H2 | −0.01024 | 0.048032 (−0.213184) | −4 | −0.051645 | 0.02922** (−1.767458) |
H3 | 0.018365 | 0.034903 (0.526176) | −1 | 0.0564 | 0.0291149* (1.937192) |
H4 | 0.027977 | 0.035856 (0.780264) | −1 | 0.130554 | 0.028911*** (4.515667) |
H5 | 0.030447 | 0.040084 (0.75957) | −1 | 0.124986 | 0.028928*** (4.320552) |
H6 | 0.136247 | 0.048419*** (2.813934) | −22 | −0.083221 | 0.029276*** (−2.842603) |
H7 | 0.014236 | 0.048849 (0.291422) | −1 | 0.117625 | 0.028958*** (4.061902) |
H8 | 0.003466 | 0.04155 (0.083407) | −1 | 0.094319 | 0.029066*** (3.244945) |
H9 | −0.003902 | 0.037256 (−0.104739) | −12 | 0.097427 | 0.028984*** (3.361453) |
H10 | 0.009752 | 0.026118 (0.373398) | −1 | 0.158021 | 0.028794*** (5.487983) |
H11 | 0.006839 | 0.030362 (0.225255) | −4 | −0.072743 | 0.029088** (−2.50075) |
A1 | 0.093453 | 0.049374* (1.892763) | −2 | −0.120577 | 0.029043*** (−4.151609) |
A2 | −0.023228 | 0.052816 (−0.439791) | −2 | −0.083736 | 0.029082*** (−2.879359) |
A3 | 0.03992 | 0.051152 (0.78042) | −5 | −0.085969 | 0.029057*** (−2.958597) |
A5 | 0.022883 | 0.055311 (0.413706) | −1 | 0.096544 | 0.029018*** (3.326969) |
A6 | 0.04398 | 0.061472 (0.71544) | −10 | −0.125729 | 0.029013*** (−4.333463) |
A7 | 0.031902 | 0.055008 (0.579954) | −10 | −0.119025 | 0.028974*** (−4.108001) |
A8 | 0.062782 | 0.050058 (1.254189) | −10 | −0.113068 | 0.029011*** (−3.897385) |
A9 | 0.05065 | 0.061374 (0.825274) | −10 | −0.094479 | 0.029007*** (−3.257114) |
A10 | 0.02905 | 0.048379 (0.600463) | −2 | −0.090598 | 0.029063*** (−3.117292) |
A11 | 0.073358 | 0.048209 (1.521673) | −2 | −0.121085 | 0.029051*** (−4.168013) |