我在网上只搜到了ardl模型,但后续的ecm并没有相关解释,而看见发表的论文中用到ardl-ecm的确很多,请问大家在ardl后应如何ecm呢,我的结果入下:ardl y x , aic ec1
ARDL(1,0) regression
Sample: 2017m1 thru 2024m5 Number of obs = 89
R-squared = 0.1333
Adj R-squared = 0.1132
Log likelihood = -588.419 Root MSE = 183.0310
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D.y | Coefficient Std. err. t P>|t| [95% conf. interval]
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ADJ |
y |
L1. | -.0755485 .0343075 -2.20 0.030 -.1437495 -.0073474
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LR |
x |
L1. | 79.97714 41.89324 1.91 0.060 -3.303867 163.2582
-------------+----------------------------------------------------------------
SR |
x |
D1. | 6.042152 1.929455 3.13 0.002 2.206523 9.877781
|
_cons | 308.9326 139.4594 2.22 0.029 31.69652 586.1687
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