发帖
雷达卡
模型：
rt = 0.0091 + 0.116rt−1 − 0.019rt−2 − 0.104rt−3 + ˆat , ˆσa = 0.054
书中解释：
The standard errors of the coefficients are 0.002, 0.032, 0.032, and 0.032, respectively.
Except for the lag-2 coefficient, all parameters are statistically significant at
the 1% level.
问题：
请问2阶滞后系数为什么无意义？
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