本文提出一個新的檢定統計量，用以判斷多變量長距相關時序模型之共同因子的個數。此一統計量是依據Ray與Tsay（1998）所提出之檢定統計量加以修正而得。新的檢定統計量主要是針對原有的檢定統計量中所使用的Bartlett公式做修正，使得修正後的檢定統計量亦適用於非線性與非常態的隨機過程。

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