做协整检验后再做向量误差修正模型的结果怎么看,怎么把修正的方程写出来啊,谢谢
Vector Error Correction Estimates
Date: 08/14/14 Time: 11:10
Sample (adjusted): 1981 2013
Included observations: 33 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq: CointEq1
GDP(-1) 1.000000
PRICE(-1) 0.185278
(0.04597)
[ 4.03047]
INCOME(-1)-1.255434
(0.01873)
[-67.0224]
C-1.618201
Error Correction:D(GDP)D(PRICE)D(INCOME)
CointEq1-0.012301 0.334902 0.518648
(0.29326) (0.24532) (0.24556)
[-0.04194][ 1.36515][ 2.11213]
D(GDP(-1)) 1.137030 0.405306 0.650514
(0.30986) (0.25920) (0.25945)
[ 3.66953][ 1.56366][ 2.50728]
D(GDP(-2))-0.759631-0.733525-0.460811
(0.29392) (0.24587) (0.24611)
[-2.58448][-2.98337][-1.87241]
D(PRICE(-1))-0.864897 0.145326-0.390713
(0.31150) (0.26058) (0.26083)
[-2.77654][ 0.55770][-1.49798]
D(PRICE(-2)) 0.680949 0.135702 0.060885
(0.29505) (0.24681) (0.24705)
[ 2.30794][ 0.54982][ 0.24645]
D(INCOME(-1)) 0.550059 0.518306 0.482991
(0.34297) (0.28690) (0.28718)
[ 1.60381][ 1.80655][ 1.68186]
D(INCOME(-2))-0.037353 0.280658 0.180163
(0.28834) (0.24120) (0.24143)
[-0.12954][ 1.16358][ 0.74623]
C 0.035565-0.020962 0.026281
(0.03059) (0.02559) (0.02561)
[ 1.16272][-0.81925][ 1.02612]
R-squared 0.625789 0.701314 0.684582
Adj. R-squared 0.521009 0.617682 0.596265
Sum sq. resids 0.044985 0.031479 0.031539
S.E. equation 0.042419 0.035485 0.035519
F-statistic 5.972452 8.385703 7.751408
Log likelihood 62.04090 67.93143 67.89995
Akaike AIC-3.275206-3.632208-3.630300
Schwarz SC-2.912416-3.269418-3.267510
Mean dependent 0.146347 0.042586 0.122217
S.D. dependent 0.061292 0.057389 0.055900
Determinant resid covariance (dof adj.) 4.57E-10
Determinant resid covariance 1.99E-10
Log likelihood 228.1049
Akaike information criterion-12.18817
Schwarz criterion-10.96376
Standard errors in ( ) & t-statistics in [ ]这个说标准误差在()里面的数字表明,t检验结果在【】中表明
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