正交级数方法与非平稳时间序列模型估计和检验的一些研究进展

董朝华, 高集体, 朱平芳

Recent Developments on Nonstationary Time Series Model Estimation and Testing Driven by Orthogonal Series Method

Chaohua DONG, Jiti GAO, Pingfang ZHU

表12 模型(65)样本外均方误差

k3 k1(=k2) 2 3 4 5 6 7 8 1 0.0146 0.0515 0.0241 0.0364 0.0358 0.0251 0.0227 2 0.0752 0.0392 0.0190 0.0251 0.0454 0.0378 0.0342 3 0.0529 0.0316 0.0150 0.0191 0.0380 0.0332 0.0314 4 0.0329 0.0293 0.0197 0.0225 0.0367 0.0330 0.0318 5 0.0315 0.0290 0.0196 0.0224 0.0407 0.0383 0.0368 6 0.0260 0.0299 0.0226 0.0248 0.0388 0.0356 0.0338