ST企业 | 滞后0期 | 滞后1期 | 滞后2期 | 滞后3期 |
AIC | −0.381624 | −0.581657 | −0.856685 | −2.124283 |
SC | −0.283453 | −0.43355 | −0.707907 | −0.707907 |
R^2 | 0.660075 | 0.755662 | 0.820454 | 0.949774 |
非ST企业 | 滞后0期 | 滞后1期 | 滞后2期 | 滞后3期 |
AIC | −0.103751 | −0.103248 | −0.170682 | −0.308607 |
SC | −0.00558 | 0.04486 | −0.021904 | −0.15939 |
R^2 | 0.55119 | 0.60576 | 0.643464 | 0.691352 |