国际黄金期货价格影响因素研究
郑明贵,曹天琦,曾健林

Research on Influencing Factors of International Gold Futures Price
Minggui ZHENG,Tianqi CAO,Jianlin ZENG
表5 VAR模型滞后阶数选择
Table 5 Selection of lag order of VAR model
滞后阶数LogLLRFPEAICSCHQ
0-1 497.666NA0.00101412.9712613.0752613.01320
1986.82484 797.6387.72E-13-8.024352-7.192381*-7.688827
21 067.905151.6752*5.86e-13*-8.300902*-6.740956-7.671792*
31 100.11258.305626.80E-13-8.156134-5.868214-7.233440
41 122.45639.102028.60E-13-7.926341-4.910446-6.710062
51 153.05451.701451.02E-12-7.767710-4.023840-6.257846
61 176.83138.739091.28E-12-7.550265-3.078421-5.746817
71 208.74650.073361.51E-12-7.402980-2.203160-5.305946
81 251.79864.949741.63E-12-7.351707-1.423913-4.961089