交叉项代表短期因果关系
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误差修正项为正,且大于1,是否正常?谢谢!
Dependent Variable: FAD
Method: Least Squares
Date: 08/21/11 Time: 10:58
Sample (adjusted): 1999 2009
Included observations: 11 after adjustments
Failure to improve SSR after 22 iterations
MA Backcast: 1998
Variable Coefficient Std. Error t-Statistic Prob.
FBD -0.390522 0.072361 -5.396857 0.0006
RESID06 1.172804 0.236794 4.952835 0.0011
MA(1) 0.997384 0.114177 8.735408 0.0000
R-squared 0.713203 Mean dependent var 0.027380
Adjusted R-squared 0.641503 S.D. dependent var 0.057956