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] ** |