首先声明我是一只计量的绝对菜鸟,请教以下问题:
Lag LogL LR FPE AIC SC HQ
0 -162.6203 NA 5648.602 14.31481 14.41355 14.33964
1 -146.6425 27.78751 1999.182 13.27326 13.56947 13.34776
2 -136.5075 15.86345 1185.746 12.73978 13.23347 12.86394
3 -128.1073 11.68726 829.8338 12.35715 13.04832 12.53098
4 -120.8764 8.802805 657.5977 12.07621 12.96486 12.29970
5 -106.9361 14.54643* 300.6483 11.21183 12.29796 11.48499
6 -100.0960 5.947852 267.7667 10.96487 12.24847 11.28769
7 -92.71127 5.137221 245.2762* 10.67055* 12.15162* 11.04303*
人家的阶数基本就停在2或者3上了,我的随着选择阶数的增大,这些个准则数值也越大,简直没法用...哪位大牛能解释下这是怎么回事?我的数据不对吗?