模型

LL

AIC

HQ

SC

LR

MSM(3)-VAR(3)

−7591.9270

56.7394

57.5514

58.7623

−887.3314

MSMH(3)-VAR(3)

−7380.4724

55.4980

56.5329

58.0762

−464.4221

MSI(3)-VAR(3)

−7072.5254

52.9343

53.7463

54.9571

151.4718

MSIH(3)-VAR(3)

−6786.0170

51.1430

52.1779

53.7212

724.4887

Linear VAR(3)

−7148.2613

53.3572

54.0737

55.1421

Chi(54) = [0.0000] **Chi(60) = [0.0000] **DAVIES = [0.0000] **