135 NTU Management Review Vol. 31 No. 1 Apr. 2021 Table 4 The Coefficients of the Truncated Fourier Series in the Magnitude Model Estimated by MLE and the Values of the AIC and BIC Order θj cj0 cj1 dj1 cj2 dj2 cj3 dj3 cj4 dj4 cj5 dj5 AIC BIC U 1 α 0.7485 0.2511 0.0059 β1 0.2816 -0.0953 -0.1462 β2 0.6861 0.5602 -0.3961 -4371.2 -4299.4 2195 2 α 0.3479 -0.1130 -0.2141 0.0737 -0.0660 β1 0.3108 0.3121 0.1723 0.1926 -0.0813 β2 0.4140 -0.2589 -0.3418 0.0774 0.0331 -5225.8 -5106.1 2628 3 α 0.5814 -0.0846 -0.0532 -0.0248 0.0187 -0.1370 -0.0355 β1 0.4851 -0.0428 -0.1844 -0.0339 -0.0692 0.1468 0.0182 β2 0.0486 0.0133 -0.0253 -0.0072 -0.0041 0.0229 0.0131 -5959.6 -5792.7 3001 4 α 0.4104 0.0373 -0.0140 -0.0157 -0.0358 0.0370 -0.0433 -0.0424 -0.0827 β1 0.1624 -0.1139 -0.2078 0.1468 0.0645 -0.1004 0.0277 0.0295 -0.0468 β2 0.4023 0.0156 -0.1002 -0.1459 -0.0755 0.1235 -0.0518 -0.0296 -0.0159 -5506.1 -5290.7 2780 5 α 0.4089 -0.0581 0.0165 0.1007 0.0445 0.0460 0.0199 -0.0049 -0.0319 0.0288 -0.0095 β1 0.2685 -0.0843 -0.1311 0.1333 0.0579 -0.1079 0.0795 -0.0316 -0.0965 -0.1221 0.0671 β2 0.2869 0.0042 -0.0913 -0.1114 -0.0515 0.1045 -0.0363 0.0091 0.0430 0.0495 -0.0333 -4928.2 -4665.0 2497 Figure 4 Estimated Truncated Fourier Series of Parameters α, β1 and β2
RkJQdWJsaXNoZXIy ODg3MDU=