基金代码

ARMA(p, q)

系数

501086

(0, 1)

β1 = −0.1136

518880

(4, 4)

α1 = −0.110

α2 = 0.9899

α3 = 0.0101

α4 = −0.8596

β1 = 0.1247

β2 = −1.0177

β3 = −0.0654

β4 = 0.7963

518850

(2, 2)

α1 = 0.3971

α2 = 0.1752

β1 = −0.3442

β2 = −0.3064

515980

(2, 2)

α1 = 0.0314

α2 = −0.8276

β1 = −0.0250

β2 = 0.8671

518660

(0, 0)

515950

(2, 0)

α1 = −0.6407

α2 = −0.2719

515880

(0, 0)

——

515890

(0, 0)

——

515900

(0, 0)

——

515960

(3, 1)

α1 = −0.8336

α2 = 0.0498

α3 = −0.0506

β1 = 0.9031

515930

(1, 0)

α1 = −0.4971

515990

(0, 1)

β1 = −0.1905