检验 | 统计量 | p值 |
LM Error | 252.6634 | 0.0000*** |
LM Error (Robust) | 250.4424 | 0.0000*** |
LM Lag | 2.2264 | 0.1357 |
LM Lag (Robust) | 0.0054 | 0.9415 |
LM SAC (LMError + LMLag_Robust) | 252.6688 | 0.0000*** |
LM SAC (LMLag + LMError_Robust) | 252.6688 | 0.0000*** |