我做的是LSTAR模型,之前检验取d=2,前面输入的地方 > star(x=x,p1=1,p2=4,d=2) 请问是否有错误?
后面的结果显示是:
Using default threshold variable: thDelay=0
Testing linearity... p-Value = 0.2999844
The series is linear. Using linear model instead.
Non linear autoregressive model
AR model
Coefficients:
const phi.1 phi.2
0.70289952 0.08038689 0.22178193
请问是否有误? 各个数值分别是什么意思?