Sspace: UNTITLED
Method: Maximum likelihood (Marquardt)
Date: 06/03/09 Time: 14:40
Sample: 7/22/1991 12/18/2000
Included observations: 478
Convergence achieved after 16 iterations
Coefficient Std. Error z-Statistic Prob.
C(1) 59.86794 0.000217 276135.8 0.0000
C(2) 5.664573 0.154566 36.64835 0.0000
C(3) 1.994715 0.387835 5.143202 0.0000
C(4) 3.165638 2.36E-05 134149.6 0.0000
C(5) 4.973435 3.46E-05 143909.7 0.0000
C(6) 5.237290 0.002081 2516.634 0.0000
Final State Root MSE z-Statistic Prob.
SV1 -0.001244 3.858697 -0.000322 0.9997
SV2 -0.867846 46.64537 -0.018605 0.9852
Log likelihood -1394.261 Akaike info criterion 5.858834
Parameters 6 Schwarz criterion 5.911172
Diffuse priors 2 Hannan-Quinn criter. 5.879411
个人感觉Z统计量有点大。请教各位高手这个结果根据统计量的信息是否合理?
怎么改正?
谢谢