Vector Error Correction Estimates   
Date: 03/04/11   Time: 14:51   
Sample (adjusted): 1988 2009   
Included observations: 22 after adjustments   
Standard errors in ( ) & t-statistics in [ ]   
   
Cointegrating Eq:  CointEq1   
   
Y(-1)  1.000000   
   
X1(-1)  0.011467   
  (0.00411)   
[ 2.78986]   
   
X2(-1) -0.135029   
  (0.02944)   
[-4.58677]   
   
X5(-1) -0.043777   
  (0.00962)   
[-4.55144]   
   
C -0.055353   
   
Error Correction: D(Y) D(X1) D(X2) D(X5)
   
CointEq1 -0.012479 -15.67044  0.241280  12.15598
  (0.11878)  (6.26021)  (1.76547)  (9.39687)
[-0.10506] [-2.50318] [ 0.13667] [ 1.29362]
   
D(Y(-1))  0.243018  21.14354  4.054843 -22.34009
  (0.23789)  (12.5381)  (3.53593)  (18.8203)
[ 1.02154] [ 1.68634] [ 1.14675] [-1.18702]
   
D(Y(-2)) -0.009174  1.386001 -0.128476 -3.351396
  (0.27739)  (14.6195)  (4.12292)  (21.9446)
[-0.03307] [ 0.09480] [-0.03116] [-0.15272]
   
D(X1(-1))  0.004403  0.447614 -0.056315  0.327323
  (0.00633)  (0.33377)  (0.09413)  (0.50101)
[ 0.69520] [ 1.34108] [-0.59828] [ 0.65333]
   
D(X1(-2)) -0.002567  0.473933 -0.015195 -0.116424
  (0.00820)  (0.43204)  (0.12184)  (0.64851)
[-0.31310] [ 1.09697] [-0.12471] [-0.17953]
   
D(X2(-1)) -0.011151  1.531866  0.072509  0.557904
  (0.02149)  (1.13242)  (0.31936)  (1.69982)
[-0.51897] [ 1.35273] [ 0.22705] [ 0.32821]
   
D(X2(-2)) -0.040160  0.265244 -0.158472 -0.281766
  (0.01696)  (0.89379)  (0.25206)  (1.34163)
[-2.36813] [ 0.29676] [-0.62870] [-0.21002]
   
D(X5(-1))  8.31E-05 -0.468002  0.006011  0.276916
  (0.00451)  (0.23754)  (0.06699)  (0.35655)
[ 0.01843] [-1.97024] [ 0.08973] [ 0.77665]
   
D(X5(-2)) -0.005193 -0.303161 -0.062086  0.299869
  (0.00435)  (0.22909)  (0.06461)  (0.34387)
[-1.19464] [-1.32335] [-0.96100] [ 0.87204]
   
C  0.052289 -1.602365  0.417573  0.177197
  (0.03384)  (1.78337)  (0.50294)  (2.67692)
[ 1.54532] [-0.89850] [ 0.83027] [ 0.06619]
   
R-squared  0.470346  0.757904  0.375752  0.220296
Adj. R-squared  0.073106  0.576332 -0.092434 -0.364481
Sum sq. resids  0.142589  396.0804  31.50122  892.4260
S.E. equation  0.109007  5.745146  1.620216  8.623736
F-statistic  1.184035  4.174126  0.802570  0.376718
Log likelihood  24.21047 -63.01297 -35.16547 -71.94856
Akaike AIC -1.291860  6.637543  4.105952  7.449869
Schwarz SC -0.795932  7.133471  4.601880  7.945797
Mean dependent  0.045586  2.526262  0.219084  0.463636
S.D. dependent  0.113224  8.826495  1.550156  7.382640
   
Determinant resid covariance (dof adj.)   28.93348  
Determinant resid covariance   2.561150  
Log likelihood  -135.2116  
Akaike information criterion   16.29196  
Schwarz criterion   18.47405
本文来自: 人大经济论坛 EViews专版 版，详细出处参考：http://www.pinggu.org/bbs/viewthread.php?tid=1042908&page=1&from^^uid=2172508