国际黄金期货价格影响因素研究
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郑明贵,曹天琦,曾健林
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Research on Influencing Factors of International Gold Futures Price
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Minggui ZHENG,Tianqi CAO,Jianlin ZENG
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表5 VAR模型滞后阶数选择
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Table 5 Selection of lag order of VAR model
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| 滞后阶数 | LogL | LR | FPE | AIC | SC | HQ |
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| 0 | -1 497.666 | NA | 0.001014 | 12.97126 | 13.07526 | 13.01320 | | 1 | 986.8248 | 4 797.638 | 7.72E-13 | -8.024352 | -7.192381* | -7.688827 | | 2 | 1 067.905 | 151.6752* | 5.86e-13* | -8.300902* | -6.740956 | -7.671792* | | 3 | 1 100.112 | 58.30562 | 6.80E-13 | -8.156134 | -5.868214 | -7.233440 | | 4 | 1 122.456 | 39.10202 | 8.60E-13 | -7.926341 | -4.910446 | -6.710062 | | 5 | 1 153.054 | 51.70145 | 1.02E-12 | -7.767710 | -4.023840 | -6.257846 | | 6 | 1 176.831 | 38.73909 | 1.28E-12 | -7.550265 | -3.078421 | -5.746817 | | 7 | 1 208.746 | 50.07336 | 1.51E-12 | -7.402980 | -2.203160 | -5.305946 | | 8 | 1 251.798 | 64.94974 | 1.63E-12 | -7.351707 | -1.423913 | -4.961089 |
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