Research Article
[Retracted] Evaluating Investors’ Recognition Abilities for Risk and Profit in Online Loan Markets Using Nonlinear Models and Financial Big Data
Table 6
Regression results to time for being full.
| | Explanatory variables | Explained variable: unit financing’s time for being full | | Equation (1) | Equation (2) | Equation (3) | Equation (4) | Equation (5) | | Estimated values and value | Estimated values and value | Estimated values and value | Estimated values and value | Estimated values and value |
| | Mean equation | | | | | | | Constant term | 0.1037 (≤0.001) | 0.1006 (≤0.001) | 0.1189 (≤0.001) | 0.0864 (≤0.001) | 0.0865 (≤0.001) | | | -0.0610 (≤0.001) | | | -0.0077 (≤0.001) | | | | | -0.0856 (≤0.001) | | | -0.0106 (≤0.001) | | | | | 1.0305 (≤0.001) | 0.0375 (≤0.001) | 0.0346 (≤0.001) | | | 0.8505 (≤0.001) | 0.8588 (≤0.001) | | 0.9682 (≤0.001) | 0.9688 (≤0.001) | | | -0.6445 (≤0.001) | -0.6537 (≤0.001) | -0.0014 (≤0.001) | -0.7945 (≤0.001) | -0.7952 (≤0.001) | | Variance equation | | | | | | | Constant term | 0.0161 (≤0.001) | 0.0161 (≤0.001) | | 0.0001 (≤0.001) | 0.0001 (≤0.001) | | RESID(-1)2 | 0.0779 (≤0.001) | 0.0824 (≤0.001) | 0.2176 (≤0.001) | 0.1010 (≤0.001) | 0.1000 (≤0.001) | | GARCH(-1) | 0.8912 (≤0.001) | 0.8886 (≤0.001) | 0.7824 (≤0.001) | 0.8974 (≤0.001) | 0.8984 (≤0.001) | | Residual test | | | | | | | -statistics of heteroskedasticity test | 0.0549 (0.8147) | 0.0357 (0.8501) | 0.1607 (0.6885) | 0.6629 (0.4155) | 0.7008 (0.4025) | | DW value of autocorrelation test | 2.1004 | 2.0994 | 1.7299 | 1.9312 | 1.9290 | | Root inverse of ar and ma | Within unit circle | Within unit circle | Within unit circle | Within unit circle | Within unit circle | | ADF statistics of stationarity test | -36.7565 (≤0.001) | -36.3303 (≤0.001) | -30.7849 (≤0.001) | -31.2582 (≤0.001) | -31.2583 (≤0.001) |
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Note: means that the corresponding coefficient is significant at 1% significance level. |
