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 |