时变参数

GD

AIC

SBC

$g\left(\mu \right)~1,g\left(\sigma \right)~1$

996.2

1002.2

1008.5

$g\left(\mu \right)~1,g\left(\sigma \right)~P$

994.6

1002.6

1011

$g\left(\mu \right)~P,g\left(\sigma \right)~1$

961.8

969.8

978.1

$g\left(\mu \right)~P,g\left(\sigma \right)~P$

961.8

971.8

982.2