变量 | 系数 | 标准差 | t统计量 | P值 |
AR(1) | 0.5733 | 0.2265 | 2.5311 | 0.0114 |
MA(1) | −0.4580 | 0.2183 | −2.0980 | 0.0263 |
MA(2) | −0.2350 | 0.2554 | −0.9201 | 0.3575 |
MA(3) | −0.2800 | 0.2129 | −1.3152 | 0.1884 |
SAR(1) | 0.9999 | 0.0006 | 1666.5000 | 0.0000 |
SMA(1) | −0.9732 | 0.1052 | −9.2510 | 0.0000 |