LHBEA

LHBEA1706

LHBEA(-1)

1.128114

0.052393

(0.06680)

(0.04473)

[ 16.8891]

[ 1.17131]

LHBEA(-2)

-0.022027

-0.095553

(0.10099)

(0.06763)

[-0.21811]

[-1.41286]

LHBEA(-3)

-0.151319

0.060945

(0.06630)

(0.04440)

[-2.28250]

[ 1.37277]

LHBEA1706(-1)

0.139721

1.047375

(0.09905)

(0.06633)

[ 1.41056]

[ 15.7897]

LHBEA1706(-2)

-0.165367

0.136516

(0.14430)

(0.09663)

[-1.14603]

[ 1.41277]

LHBEA1706(-3)

0.011308

-0.200942

(0.09955)

(0.06667)

[ 0.11359]

[-3.01418]

C

0.169404

0.000653

(0.06129)

(0.04105)

[ 2.76384]

[ 0.01592]

R2

0.945290

0.980950

调整后的R2

0.943791

0.980428

F-统计量

630.6508

1879.550

对数似然估计

496.3356

586.9567

AIC信息

-4.330404

-5.132360

SC信息

-4.224458

-5.026415

DLSHEA

D2LSHEAF082017

D2LSHEAF112017

DLSHEA(-1)

-0.009110

-0.068809

-0.005092

(0.08991)

(0.09821)

(0.12717)

[-0.10133]

[-0.70062]

[-0.04004]

DLSHEA(-2)

-0.149779

0.157448

0.164078

(0.08933)

(0.09758)

(0.12636)

[-1.67670]

[ 1.61348]

[ 1.29850]

DLSHEA(-3)

-0.095599

0.438836

0.430164

(0.08506)

(0.09291)

(0.12032)

[-1.12395]

[ 4.72299]**

[ 3.57530]**

DLSHEA(-4)

0.142582

0.031722

-0.071872

(0.09151)

(0.09996)

(0.12944)

[ 1.55816]

[ 0.31734]

[-0.55526]

D2LSHEAF082017(-1)

0.052264

-0.762427

0.304903**

(0.09855)

(0.10765)

(0.13940)

[ 0.53035]

[-7.08231]

[ 2.18726]

D2LSHEAF082017(-2)

-0.081134

-0.849645

0.036828

(0.12031)

(0.13143)

(0.17019)

[-0.67436]

[-6.46468]

[ 0.21640]

D2LSHEAF082017(-3)

0.033885

-0.453651

0.220503

(0.11280)

(0.12323)

(0.15957)

[ 0.30039]

[-3.68146]

[ 1.38189]

D2LSHEAF082017(-4)

-0.093782

-0.416690

-0.146836

(0.08878)

(0.09698)

(0.12559)

[-1.05632]

[-4.29646]

[-1.16921]

D2LSHEAF112017(-1)

-0.170470

0.222521**

-0.963505

(0.08260)

(0.09024)

(0.11685)

[-2.06368]

[ 2.46597]

[-8.24582]

D2LSHEAF112017(-2)

-0.213478

0.291289**

-0.652775

(0.11857)

(0.12953)

(0.16772)

[-1.80044]

[ 2.24890]

[-3.89200]

D2LSHEAF112017(-3)

-0.181609

0.255764**

-0.345221

(0.11793)

(0.12883)

(0.16682)

[-1.53992]

[ 1.98529]

[-2.06940]

D2LSHEAF112017(-4)

-0.144385

0.185898**

-0.040833

(0.08147)

(0.08900)

(0.11524)

[-1.77228]

[ 2.08884]

[-0.35433]

C

0.002803

-0.002015

-0.001863

(0.00218)

(0.00238)

(0.00308)

[ 1.28642]

[-0.84685]

[-0.60464]

R2

0.170255

0.507509

0.549036

调整后的R2

0.079737

0.453783

0.499840

F-统计量

1.880899

9.446210

11.16017

对数似然估计

295.6818

284.8125

253.0250

AIC信息

-4.596451

-4.419715

-3.902846

SC信息

-4.299229

-4.122492

-3.605623