《Table 3 The Wald test results on the VAR (2) -BEKK model coefficients》

  提示：宽带有限、当前游客访问压缩模式

本系列图表出处文件名：随高清版一同展现

《Analysis of Volatility Spillover Effect of Soybean Price between Domestic and International Markets》

1. 获取 高清版本忘记账户？点击这里登录

1. 下载图表忘记账户？点击这里登录

Data source:It is calculated based on the VAR（2）-BEKK model estimation results.

To ensure the validity of the estimation results of VAR-BEKK model，we need to test the stability of different variables included in the model analysis and ARCH effects.The results are shown in Table 1.The ADF method is used to conduct the unit root test on the return series in three markets of soybeans，and the results show that all variables are stationary.The ARCH effect test of lag order 1 and 4 shows that there is ARCH effect in the gains of the domestic and international soybean markets.Therefore，the VAR-BEKK model can be used to model and conduct the volatility spillover effect analysis.