自回归系数矩阵估计结果

方差方程系数矩阵估计结果

参数

估计结果

C

估计结果

A

估计结果

B

估计结果

${\gamma }_{11}$

−0.9917^***

[0.0000]

$c_{11}$

−0.0001

[0.4142]

$a_{11}$

0.1416^***

[0.0000]

$b_{11}$

0.8930^***

[0.0000]

${\gamma }_{12}$

0.01229^***

[0.0000]

$c_{12}$

-

$a_{12}$

0.9655^***

[0.0012]

$b_{12}$

0.0716^** [0.0044]

${\gamma }_{13}$

0.0068^***

[0.0000]

$c_{13}$

-

$a_{13}$

0.6594^***

[0.0000]

$b_{13}$

−0.0284

[0.2136]

${\gamma }_{21}$

0.0100^**

[0.0010]

$c_{21}$

−0.0026^***

[0.0002]

$a_{21}$

0.1005^*** [0.0003]

$b_{21}$

−0.2417^***

[0.0000]

${\gamma }_{22}$

−0.7782^*** [0.0000]

$c_{22}$

0.0025^***

[0.0000]

$a_{22}$

0.5769^***

[0.0000]

$b_{22}$

0.5218^***

[0.0000]

${\gamma }_{23}$

0.0234^**

[0.0014]

$c_{23}$

-

$a_{23}$

−1.6122^***

[0.0000]

$b_{23}$

−0.2086^***

[0.0000]

${\gamma }_{31}$

0.0051

[0.1629]

$c_{31}$

−0.0008^***

[0.0001]

$a_{31}$

−0.0377^**

[0.0082]

$b_{31}$

−0.1025^*

[0.0004]

${\gamma }_{32}$

−0.0123^***

[0.0000]

$c_{32}$

−0.0013^***

[0.0000]

$a_{32}$

0.0277

[0.2350]

$b_{32}$

−0.0027

[0.7878]

${\gamma }_{33}$

−0.3081^***

[0.0000]

$c_{33}$

−0.0034^*** [0.0000]

$a_{33}$

−0.4895^***

[0.0000]

$b_{33}$

0.2057^***

[0.0000]