Research Article
[Retracted] Evaluating Investors’ Recognition Abilities for Risk and Profit in Online Loan Markets Using Nonlinear Models and Financial Big Data
Table 7
Regression results to participant number for being full.
| Explanatory variables | Explained variable: unit financing’s participant number for being full | Equation (6) | Equation (7) | Equation (8) | Equation (9) | Equation (10) | Estimated values and value | Estimated values and value | Estimated values and value | Estimated values and value | Estimated values and value |
| Mean equation | | | | | | Constant term | 0.0872 (≤0.001) | 0.0873 (≤0.001) | 0.0864 (≤0.001) | 0.0864 (≤0.001) | 0.0865 (≤0.001) | | -0.0096 (≤0.001) | | | -0.0077 (≤0.001) | | | | -0.0121 (≤0.001) | | | -0.0106 (≤0.001) | | | | 0.0465 (≤0.001) | 0.0375 (≤0.001) | 0.0346 (≤0.001) | | 0.9696 (≤0.001) | 0.9700 (≤0.001) | 0.9665 (≤0.001) | 0.9682 (≤0.001) | 0.9688 (≤0.001) | | -0.7920 (≤0.001) | -0.7928 (≤0.001) | -0.7919 (≤0.001) | -0.7945 (≤0.001) | -0.7952 (≤0.001) | Variance equation | | | | | | Constant term | 0.0001 (≤0.001) | 0.0001 (≤0.001) | 0.0001 (≤0.001) | 0.0001 (≤0.001) | 0.0001 (≤0.001) | RESID(-1)2 | 0.0990 (≤0.001) | 0.0981 (≤0.001) | 0.1023 (≤0.001) | 0.1010 (≤0.001) | 0.1000 (≤0.001) | GARCH(-1) | 0.8978 (≤0.001) | 0.8988 (≤0.001) | 0.8957 (≤0.001) | 0.8974 (≤0.001) | 0.8984 (≤0.001) | Residual test | | | | | | -statistics of heteroskedasticity test | 0.7385 (0.3901) | 0.7781 (0.3777) | 0.6376 (0.4246) | 0.6629 (0.4155) | 0.7008 (0.4025) | DW value of autocorrelation test | 1.9312 | 1.9289 | 1.9374 | 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 | -31.2087 (≤0.001) | -31.2277 (≤0.001) | -31.7400 (≤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. |