黃河泉 发表于 2020-6-30 08:40 
请将结果发出!
Threshold Estimate: 15
.95 Confidence Iterval: [5,18]
Sum of Squared Errors 19.4714709
Residual Variance: .057950806
Joint R-Squared: .392905219
Heteroskedasticity Test (p-value):2.9204e-09
Number of Bootstrap Replications: 5000
Trimming Percentage: .15
Threshold Estimate: 11
LM-test for no threshold: 39.043574
Bootstrap P-Value: 0
上面是thresholdreg下面是thresholdtest , threshold estimate一个是15 还有一个是11,应该以什么为标准呢