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)