根据下表的输出结果,应该如何确定滞后期呢?看joint的P值么?P<0.05时,DF是什么意思呢?
| | DLZHX | Joint |
Lag 1 | 3.462089817 | 3.462089817 |
| [ 0.062791] | [ 0.062791] |
Lag 2 | 4.461601657 | 4.461601657 |
| [ 0.034665] | [ 0.034665] |
Lag 3 | 0.205614566 | 0.205614566 |
| [ 0.650227] | [ 0.650227] |
Lag 4 | 0.300859987 | 0.300859987 |
| [ 0.583344] | [ 0.583344] |
Lag 5 | 0.439356441 | 0.439356441 |
| [ 0.507433] | [ 0.507433] |
Df | 1 | 1 |