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

Table 6

Statistical analysis results of ΔSMPI₂₀₁₈ model parameters.

Parameter	Estimate	Standard deviation	t-Test value	Prob.
α 10	−1.043	3.453	-0.302	0.072
α 11	−0.077	0.168	-0.456	0.062
α 21	1.586	1.043	1.520	0.102
α 22	−0.204	0.875	−0.233	0.022
α 23	-0.294	0.450	-0.653	0.035
α 31	−2.091	1.263	-1.655	0.103
α 41	0.875	0.696	1.257	0.049
α 5	49.677	9.931	5.002	0.002
R ^2	0.952		Mean dependent var	10.960
Adjusted R^2	0.903		S.D. Dependent var	14.045
S.E. of regression	4.373		Akaike info criterion	6.093
Sum squared resid	13.852		Schwarz criterion	6.471
Log likelihood	37.699		Durbin-Watson stat	2.114
F-statistic	19.633		Prob(F-statistic)	0.000