也就是这个模型输出的结果探究delta与y之间的关系时,还需要给前面添加负号吗?
结果显示如下:
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.17578816E+04 0.99907944E+00 -0.17595013E+04
beta 1 0.82537235E+02 0.42838903E+00 0.19266888E+03
beta 2 0.12309706E+01 0.70831227E-01 0.17378925E+02
beta 3 0.18860535E+01 0.89400488E+00 0.21096680E+01
beta 4 0.30298217E+00 0.11435470E+00 0.26494946E+01
beta 5 -0.14372491E+00 0.30780311E+00 -0.46693781E+00
beta 6 -0.50851216E+00 0.18085574E+00 -0.28117003E+01
beta 7 0.78314917E+00 0.51203649E+00 0.15294792E+01
delta 0 0.50773235E+01 0.20237771E+01 0.25088354E+01
delta 1 0.32360783E-01 0.20918570E-01 0.15469883E+01
delta 2 -0.46921332E-02 0.20175037E-01 -0.23257123E+00
delta 3 0.78990513E-02 0.82090341E-01 0.96223881E-01
delta 4 0.37995145E+01 0.98484121E+00 0.38579971E+01
delta 5 -0.79185954E-01 0.22577075E-01 -0.35073611E+01
delta 6 -0.18975904E+00 0.57752280E-01 -0.32857411E+01
delta 7 -0.11303596E+01 0.46665369E+00 -0.24222666E+01
sigma-squared 0.80276543E+01 0.98890079E+00 0.81177550E+01
gamma 0.73636145E+00 0.56132796E-01 0.13118204E+02
log likelihood function = -0.76048523E+03
LR test of the one-sided error = 0.12836632E+03


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