| 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 |