24-01-2016, 05:32 PM
دوستان عزیزم
Test Statistic LL AIC SBC HQC
DF -.82962 -352.3317 -354.3317 -354.4111 -353.7959
ADF(1) -1.8673 -349.8948 -352.8948 -353.0140 -352.0911
ADF(2) -2.2710 -348.6458 -352.6458 -352.8046 -351.5742
ADF(3) -1.8060 -348.3608 -353.3608 -353.5594 -352.0213
ADF(4) -2.5435 -345.5275 -351.5275 -351.7658 -349.9200
ADF(5) -1.3623 -334.4629 -341.4629 -341.7409 -339.5876
ADF(6) *NONE* *NONE* *NONE* *NONE* *NONE*
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95% critical value for the augmented Dickey-Fuller statistic = -3.3353
LL = Maximized log-likelihood AIC = Akaike Information Criterion
SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
میشه یه نظر کنین به این؟ که تو اینا حداکثر مهمه یا حداقل؟لطفا تو رو خدا کمکم کنید
Test Statistic LL AIC SBC HQC
DF -.82962 -352.3317 -354.3317 -354.4111 -353.7959
ADF(1) -1.8673 -349.8948 -352.8948 -353.0140 -352.0911
ADF(2) -2.2710 -348.6458 -352.6458 -352.8046 -351.5742
ADF(3) -1.8060 -348.3608 -353.3608 -353.5594 -352.0213
ADF(4) -2.5435 -345.5275 -351.5275 -351.7658 -349.9200
ADF(5) -1.3623 -334.4629 -341.4629 -341.7409 -339.5876
ADF(6) *NONE* *NONE* *NONE* *NONE* *NONE*
*******************************************************************************
95% critical value for the augmented Dickey-Fuller statistic = -3.3353
LL = Maximized log-likelihood AIC = Akaike Information Criterion
SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
میشه یه نظر کنین به این؟ که تو اینا حداکثر مهمه یا حداقل؟لطفا تو رو خدا کمکم کنید