帮忙解释一下这个结果:alpha:
Aaa Baa
[1,] 0.00348 0.0673
standard error
[,1] [,2]
[1,] 0.0347 0.0306
constant term:
Aaa Baa
0.00363 0.00602
standard error
[1] 0.0083 0.0073
AR coefficient matrix
AR( 1 )-matrix
Aaa Baa
Aaa 0.450 -0.000499
Baa 0.291 0.204948
standard error
[,1] [,2]
[1,] 0.0879 0.1008
[2,] 0.0774 0.0887
AR( 2 )-matrix
Aaa Baa
Aaa -0.302 0.0543
Baa -0.153 0.0285
standard error
[,1] [,2]
[1,] 0.0860 0.0940
[2,] 0.0757 0.0827
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Residuals cov-mtx:
Aaa Baa
Aaa 0.04007258 0.03164530
Baa 0.03164530 0.03102383
det(sse) = 0.0002417797
AIC = -8.288075
BIC = -8.201142
附件列表