变量

LLC检验

LPS检验

PP检验

检验统计量

P值

检验统计量

P值

检验统计量

P值

Δw₁

−4.65422

0.0000

−3.04724

0.0012

15.6233

0.0036

Δw₂

−3.54570

0.0002

−1.99251

0.0232

9.80388

0.0439

Δw₃

−4.64676

0.0000

−2.99642

0.0014

15.3606

0.0040

Δw₄

−8.08888

0.0000

−6.94920

0.0000

34.0400

0.0000

Δw₅

0.49524

0.6898

−0.05475

0.4782

24.7907

0.0001

Δw₆

−4.84123

0.0000

−3.07064

0.0011

17.0022

0.0019

Δw₇

−6.25275

0.0000

−5.82558

0.0000

28.3913

0.0000

Δw₈

−4.13416

0.0000

−2.53772

0.0056

16.0877

0.0029

$\ln p{r}_1$

1.71991

0.9573

0.41044

0.8444

16.8656

0.0021

$\ln p{r}_2$

1.15264

0.8755

0.85175

0.8028

6.78968

0.1474

$\ln p{r}_3$

−1.33903

0.0903

−0.06996

0.4721

6.31478

0.1768

$\ln p{r}_4$

−0.76255

0.2229

−2.87262

0.0020

13.4517

0.0093

$\ln p{r}_5$

−1.94128

0.0261

−2.49079

0.0064

12.8774

0.0119

$\ln p{r}_6$

−3.24869

0.0006

−2.68870

0.0036

13.5569

0.0089

$\ln p{r}_7$

−1.23418

0.1086

−1.35894

0.0871

7.2920

0.1212

$\ln p{r}_8$

−3.78377

0.0001

−2.19726

0.0140

11.5205

0.0213

B

−6.27546

0.0000

−4.33025

0.0000

27.6686

0.0000

ΔI

−2.57019

0.0051

−0.93425

0.1751

6.0474

0.1956

ΔCR

−8.74415

0.0000

−7.43089

0.0000

36.8414

0.0000

ΔOR

−2.67030

0.0038

−1.52016

0.0642

7.86572

0.0966

ΔF

−1.42838

0.0766

−1.28177

0.1000

7.33646

0.0091

ΔUR

−4.37434

0.0000

−2.97923

0.0014

9.39697

0.0519