θ0 | θ1 | σ2 | β | α | trend | lnL | AIC | Akaike weight | |
---|---|---|---|---|---|---|---|---|---|
BM | 5.55 ± 0.09 | – | 100.73 ± 7.23 | – | – | – | − 1374.41 ± 17.90 | 2752.83 | 2.45 × 10−53 |
EB | 5.80 ± 0.09 | – | 4708.20 ± 1453.58 | −5.04 ± 0.30 | – | – | − 1252.25 ± 16.82 | 2510.55 | 1.00 |
OU | 5.18 ± 0.14 | 7.49 ± 0.17 | 141.84 ± 15.30 | – | 2.98 ± 0.44 | – | − 1350.80 ± 12.42 | 2709.67 | 5.80 × 10−44 |
Trend | 5.60 ± 0.11 | – | 100.71 ± 7.24 | – | – | −0.75 ± 0.62 | −1374.35 ± 17.85 | 2754.75 | 9.40 × 10−54 |
White noise | 7.48 ± 0.00 | – | 18.05 ± 0.00 | – | – | – | − 1449.92 ± 0.00 | 2903.84 | 3.97 × 10−86 |