| APARCH(1, 1)标准化残差检验 | |||||
| 残差 | 滞后阶数 | Statistic | P-value | ||
| 疫情爆发前 | Ljung-Box Test | R | Q(10) | 20.48314 | 0.0250 |
| Ljung-Box Test | R | Q(15) | 22.08813 | 0.1055 | |
| Ljung-Box Test | R | Q(20) | 11.75172 | 0.0592 | |
| Ljung-Box Test | R2 | Q(10) | 10.74181 | 0.3020 | |
| Ljung-Box Test | R2 | Q(15) | 14.36264 | 0.4982 | |
| Ljung-Box Test | R2 | Q(20) | 17.44181 | 0.6241 | |
| LM Arch Test | R | TR2 | 12.95085 | 0.3726 | |
| 疫情爆发后 | Ljung-Box Test | R | Q(10) | 0.222728 | 1.0000 |
| Ljung-Box Test | R | Q(15) | 0.225461 | 1.0000 | |
| Ljung-Box Test | R | Q(20) | 0.227481 | 1.0000 | |
| Ljung-Box Test | R2 | Q(10) | 2.10E−05 | 1.0000 | |
| Ljung-Box Test | R2 | Q(15) | 2.53E−05 | 1.0000 | |
| Ljung-Box Test | R2 | Q(20) | 3.37E−05 | 1.0000 | |
| LM Arch Test | R | TR2 | 10.16077 | 0.6019 | |