M | QLB | QMT | QMM | QWLB | QWMT | QLB | QMT | QMM | QWLB | QWMT | QLB | QMT | QMM | QWLB | QWMT |
| N = 50 m = 7 | N = 80 m = 9 | N = 100 m = 10 | ||||||||||||
模拟数据拟合AR(1)模型 | |||||||||||||||
1 | 0.177 | 0.207 | 0.202 | 0.180 | 0.224 | 0.221 | 0.252 | 0.299 | 0.260 | 0.311 | 0.271 | 0.315 | 0.391 | 0.330 | 0.406 |
2 | 0.419 | 0.712 | 0.734 | 0.534 | 0.758 | 0.613 | 0.910 | 0.957 | 0.787 | 0.960 | 0.739 | 0.970 | 0.989 | 0.899 | 0.989 |
3 | 0.145 | 0.135 | 0.104 | 0.136 | 0.133 | 0.178 | 0.156 | 0.156 | 0.189 | 0.171 | 0.197 | 0.181 | 0.206 | 0.223 | 0.216 |
4 | 0.159 | 0.159 | 0.176 | 0.183 | 0.193 | 0.345 | 0.315 | 0.393 | 0.404 | 0.398 | 0.454 | 0.422 | 0.532 | 0.553 | 0.538 |
5 | 0.960 | 0.961 | 0.976 | 0.973 | 0.976 | 0.695 | 0.676 | 0.813 | 0.805 | 0.816 | 0.847 | 0.838 | 0.916 | 0.914 | 0.914 |
6 | 0.060 | 0.066 | 0.041 | 0.041 | 0.086 | 0.080 | 0.078 | 0.060 | 0.070 | 0.085 | 0.096 | 0.095 | 0.106 | 0.099 | 0.110 |
7 | 0.102 | 0.135 | 0.097 | 0.069 | 0.189 | 0.125 | 0.188 | 0.147 | 0.114 | 0.195 | 0.131 | 0.267 | 0.234 | 0.150 | 0.244 |
8 | 0.112 | 0.136 | 0.099 | 0.113 | 0.174 | 0.201 | 0.217 | 0.252 | 0.229 | 0.258 | 0.221 | 0.204 | 0.251 | 0.252 | 0.258 |
9 | 0.590 | 0.913 | 0.955 | 0.764 | 0.963 | 0.955 | 0.939 | 0.977 | 0.983 | 0.978 | 0.923 | 0.999 | 1.000 | 0.994 | 1.000 |
10 | 0.926 | 0.932 | 0.940 | 0.932 | 0.942 | 0.998 | 0.998 | 0.999 | 0.999 | 0.999 | 0.746 | 0.839 | 0.911 | 0.852 | 0.921 |
11 | 0.331 | 0.318 | 0.350 | 0.341 | 0.378 | 0.821 | 0.770 | 0.820 | 0.860 | 0.828 | 0.720 | 0.963 | 0.990 | 0.887 | 0.990 |
12 | 0.960 | 0.990 | 0.995 | 0.987 | 0.995 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
模拟数据拟合MA(1)模型 | |||||||||||||||
13 | 0.138 | 0.125 | 0.137 | 0.151 | 0.150 | 0.228 | 0.187 | 0.229 | 0.249 | 0.240 | 0.282 | 0.260 | 0.320 | 0.339 | 0.335 |
14 | 0.775 | 0.736 | 0.800 | 0.820 | 0.808 | 0.960 | 0.942 | 0.976 | 0.982 | 0.976 | 0.983 | 0.979 | 0.989 | 0.990 | 0.989 |
15 | 0.833 | 0.887 | 0.926 | 0.936 | 0.929 | 0.982 | 0.982 | 0.991 | 0.992 | 0.991 | 0.999 | 0.996 | 1.000 | 1.000 | 1.000 |
16 | 0.222 | 0.329 | 0.370 | 0.280 | 0.393 | 0.388 | 0.495 | 0.609 | 0.512 | 0.622 | 0.473 | 0.584 | 0.695 | 0.622 | 0.704 |
17 | 0.182 | 0.218 | 0.219 | 0.213 | 0.245 | 0.314 | 0.353 | 0.399 | 0.378 | 0.411 | 0.372 | 0.404 | 0.517 | 0.471 | 0.527 |
18 | 0.080 | 0.077 | 0.056 | 0.063 | 0.062 | 0.068 | 0.090 | 0.071 | 0.061 | 0.076 | 0.101 | 0.115 | 0.099 | 0.100 | 0.109 |
19 | 0.084 | 0.087 | 0.057 | 0.055 | 0.069 | 0.105 | 0.110 | 0.091 | 0.089 | 0.099 | 0.110 | 0.117 | 0.105 | 0.103 | 0.114 |
20 | 0.079 | 0.100 | 0.088 | 0.075 | 0.107 | 0.085 | 0.087 | 0.096 | 0.083 | 0.106 | 0.078 | 0.092 | 0.102 | 0.085 | 0.106 |
21 | 0.754 | 0.772 | 0.811 | 0.816 | 0.824 | 0.956 | 0.962 | 0.986 | 0.982 | 0.986 | 0.988 | 0.987 | 0.996 | 0.996 | 0.997 |
22 | 0.999 | 0.999 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
23 | 0.266 | 0.306 | 0.373 | 0.330 | 0.396 | 0.385 | 0.428 | 0.574 | 0.518 | 0.594 | 0.486 | 0.528 | 0.667 | 0.628 | 0.674 |
24 | 0.821 | 0.837 | 0.909 | 0.911 | 0.919 | 0.955 | 0.973 | 0.992 | 0.989 | 0.992 | 0.987 | 0.992 | 0.997 | 0.994 | 0.997 |