用Eviews构建出模型后,模型参数拟合良好,想检验一下构建出模型的准确度,所以用了H-L检验,请问大家这个输出结果怎么看?
Quantitile of Risk Dep=0 Dep=1 Total H-L
Low High Actual Expect Actual Expect Obs Value
1 0.1771 0.3211 8 6.67748 1 2.32252 9 1.01502
2 0.3264 0.3930 6 5.71399 3 3.28601 9 0.03921
3 0.3982 0.4688 6 5.08775 3 3.91225 9 0.37628
4 0.4999 0.5490 3 4.28912 6 4.71088 9 0.74021
5 0.5610 0.6004 2 3.81183 7 5.18817 9 1.49392
6 0.6057 0.6833 3 3.28217 6 5.71783 9 0.03818
7 0.7115 0.8045 2 2.05206 7 6.94794 9 0.00171
8 0.8142 0.8836 1 1.31074 8 7.68926 9 0.08622
9 0.8926 0.9566 2 0.66448 7 8.33552 9 2.89820
10 0.9584 0.9999 0 0.11038 9 8.88962 9 0.11175
Total 33 33.0000 57 57.0000 90 6.80072
H-L Statistic 6.8007 Prob. Chi-Sq(8) 0.5789
Andrews Statistic 9.3804 Prob. Chi-Sq(10) 0.4964