项目和统计量 | HSR | IFR | ||||
标准误差 | Z统计量 | 标准误差 | Z统计量 | |||
常数项 | 1.18e−06 | 0.81 | 1.66e−06 | 0.88 | ||
滞后 阶数 | Lag1 | HSR | 0.0024615 | 8.27** | 0.0024693 | 2.72** |
IFR | 0.0017552 | 133.67** | 0.003463 | 4.01** | ||
Lag2 | HSR | 0.0024451 | −14.69** | 0.0025857 | 3.82** | |
IFR | 0.0018379 | 73.98** | 0.0034399 | −7.94** | ||
Lag3 | HSR | 0.0024012 | −30.59** | 0.0025886 | 9.29** | |
IFR | 0.00184 | 58.52** | 0.0033782 | −8.45** | ||
Lag4 | HSR | 0.0021975 | −29.78** | 0.0024697 | 3.01** | |
IFR | 0.0017554 | 43.18** | 0.0030916 | −2.94** |