延迟阶数

H值

P值

检验统计量

临界值

模型

10

1

0.0010

29.5384

18.3070

15

1

0.0024

35.0712

24.9958

20

1

0.0000

61.3716

31.4104

25

1

0.0000

71.1044

37.6525

30

1

0.0000

82.7067

43.7730

样本1

10

0

0.1837

13.7709

18.3070

15

1

0.0172

28.7831

24.9958

20

1

0.0152

36.0373

31.4104

25

1

0.0000

63.3611

37.6525

30

1

0.0000

80.1844

43.7730

样本2

10

1

0.0012

29.0951

18.3070

15

1

0.0000

56.4613

24.9958

20

1

0.0000

71.6839

31.4104

25

1

0.0000

95.3881

37.6525

30

1

0.0000

113.9460

43.7730