黃河泉 发表于 2018-3-8 11:29 
你总共有多少资料?试试看看有无改变?
Threshold estimator (level = 95):
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model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | 1.2411 1.1730 1.2424
Th-21 | 1.2411 1.1730 1.2424
Th-22 | -1.4832 -1.5005 -1.4329
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Threshold effect test (bootstrap = 300 300):
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Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 2.7579 0.0053 143.20 0.0000 37.8743 44.3659 60.5502
Double | 2.5694 0.0049 38.29 0.0733 31.0484 83.8133 203.1137
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黄老师您好,这个第二个门槛值为负的合适吗 不应该是由小到大的吗