微信用户_o2ILX51H_7d320e56
04-15 02:33为什么同一数我用eviews建的var模型滞后阶数是2阶,用spsspro建的滞后阶数就选择一阶了?
eviews的
Lag LogL LR FPE AIC SC HQ 0 4493.702 NA 3.68e-07 -9.138763 -9.128813 -9.1349781 4496.420 5.419547 3.69e-07 -9.136155 -9.106304 -9.124800 2 4501.823 10.75102 3.68e-07 -9.139010* -9.089258 -9.120085 3 4502.883 2.103748 3.70e-07 -9.133027 -9.063374 -9.106532 4 4503.642 1.504354 3.73e-07 -9.126433 -9.036879 -9.092368 5 4504.762 2.214798 3.75e-07 -9.120573 -9.011119 -9.078938 6 4505.335 1.132314 3.78e-07 -9.113602 -8.984247 -9.064397 7 4508.467 6.166811 3.78e-07 -9.111834 -8.962579 -9.055060 8 4510.092 3.194918 3.80e-07 -9.107003 -8.937847 -9.042659
spssro的 滞后阶数 logL AIC SC HQ FPE 0 4538.228 -14.821 -14.811 -14.818 0 1 4535.225 -14.816 -14.787 -14.805 0 2 4535.747 -14.819 -14.769 -14.8 0.03 4532.318 -14.813 -14.744 -14.787 0 4 4528.02 -14.805 -14.716 -14.771 0 5 4523.616 -14.798 -14.688 -14.756 0 6 4520.736 -14.793 -14.664 -14.744 0 7 4518.526 -14.79 -14.64 -14.733 0 8 4515.224 -14.784 -14.615 -14.72 0 9 4511.027 -14.777 -14.587 -14.705 0 10 4509.91 -14.775 -14.566 -14.696 0 11 4506.273 -14.769 -14.54 -14.682 0
0个回答
- 默认排序
- 时间排序