Research on Small Sample Nonlinear Cointegration Test and Modeling Based on the LS-SVM Optimized by PSO

<table class="table-group" id="tab5"><tr><td><table class="table"><tr><td class="thead-hr" colspan="5"><hr/></td></tr><tr class="thead"><td class="align_left">Parameter</td><td class="align_center">2017</td><td class="align_center">2018</td><td class="align_center">2019</td><td class="align_center">2020</td></tr><tr><td class="thead-hr" colspan="5"><hr/></td></tr><tr><td class="align_left"><i>γ</i></td><td class="align_center">34 369.670</td><td class="align_center">35 472.230</td><td class="align_center">31 348.780</td><td class="align_center">33 598.540</td></tr><tr><td class="align_left"><i>σ </i><sup>2</sup></td><td class="align_center">5.912</td><td class="align_center">5.311</td><td class="align_center">5.905</td><td class="align_center">4.879</td></tr><tr class="table-tr"><td colspan="5"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Results of Parameter <i>γ</i> and <i>σ</i><sup>2</sup> in LS-SVM Model.</div>

Complexity

tab5

Table 5

Table 5: Research on Small Sample Nonlinear Cointegration Test and Modeling Based on the LS-SVM Optimized by PSO 