中国科学院数学与系统科学研究院期刊网

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Spatiotemporal Evolution and Linkage Analysis of Mutton Price in Xinjiang
Yulin YANG, Jian XU, Lean YU
Journal of Systems Science and Information, 2024, 12(5): 667-689.   DOI: 10.21078/JSSI-2024-0032

Variable Linear self-regression Threshold Self-Regression (Lower Area) Threshold self-regression (Upper Region)
Coefficient Standard Error T-value Coefficient Standard Error T-value Coefficient Standard Error T-value
C 1.282* 0.701 1.828 1.898 1.622 1.170 −2.807 3.031 −0.926
NIUROU(−1) 1.059*** 0.108 9.851 1.938*** 0.189 10.280 −1.489*** 0.233 −6.395
NIUROU(−2) 0.254 0.157 1.615 −1.244*** 0.404 −3.077 2.045*** 0.427 4.790
NIUROU(−3) −0.184 0.159 −1.156 0.547 0.494 1.106 −0.130 0.520 −0.250
NIUROU(−4) −0.143 0.160 −0.892 −0.614 0.480 −1.279 0.426 0.505 0.842
NIUROU(−5) 0.010 0.161 0.062 0.330 0.451 0.732 −0.806* 0.473 −1.705
NIUROU(−6) −0.097 0.160 −0.608 0.604 0.440 1.373 −1.045*** 0.460 −2.270
NIUROU(−7) 0.054 0.160 0.336 −0.893** 0.438 −2.040 0.923*** 0.460 2.006
NIUROU(−8) 0.088 0.160 0.549 0.189 0.434 0.436 0.266 0.455 0.585
NIUROU(−9) 0.025 0.160 0.154 0.065 0.398 0.163 0.314 0.421 0.748
NIUROU(−10) −0.026 0.160 −0.162 −0.029 0.387 −0.074 −0.040 0.411 −0.098
NIUROU(−11) −0.041 0.159 −0.256 0.152 0.376 0.403 −0.482 0.399 −1.208
NIUROU(−12) −0.058 0.157 −0.368 −0.158 0.376 −0.420 −0.062 0.397 −0.156
NIUROU(−13) −0.084 0.154 −0.544 −0.326 0.371 −0.879 0.355 0.391 0.906
NIUROU(−14) 0.122 0.104 1.178 0.400 0.272 1.474 −0.222 0.285 −0.778
$F$-value 455.8226 388.0489
$R^{2}$-value 0.98655 0.99421
Table 5 Estimates of the TAR model of the Xinjiang beef price sequence
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