参数

全国

湖北

上海

广东

$\omega$

0.5617 (0.191)

0.4271 (0.0553)

1.9311 (0.0001)

0.3798 (0.2600)

$\alpha \left(1\right)$

1.6141 (0.0063)

0.9096 (0.0000)

1.9627 (0.0000)

0.3875 (0.02035)

$\alpha \left(2\right)$

−0.5744 (0.0729)

−0.3281 (0.04669)

$\beta \left(1\right)$

0.9647 (0.0000)

0.8082 (0.0000)

0.7708 (0.0000)

0.3615 (0.0000)

$\gamma$

0.3192 (0.0713)

−0.0415 (0.5620)

0.2326 (0.242)

0.3615 (0.342)