参数

取值

$p=0$

$p=0.2$

$K^{*}$

$M^{*}$

$s^{*}$

ECT

$E\left(U\right)$

$E\left(V\right)$

$K^{*}$

$M^{*}$

$s^{*}$

ECT

$E\left(U\right)$

$E\left(V\right)$

$\alpha$

2

1

5

1.4

0.3849

0.9851

36.7583

1

5

1.4

0.3970

0.9805

35.5830

1

9

15

0.7

0.4364

0.9857

17.0589

10

14

0.7

0.4400

0.9842

16.9620

0.8

13

16

0.5

0.4402

0.9850

16.2862

13

15

0.5

0.4442

0.9832

16.1758

0.67

15

17

0.4

0.4418

0.9872

15.3471

17

18

0.4

0.4450

0.9857

15.2617

0.5

17

18

0.3

0.4433

0.9867

14.7075

17

18

0.3

0.4471

0.9848

14.6401