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1892 1
2012-03-09
比如LGA50 LGIF300 LGIFL0
如果排列成Variance Decomposition of LGIF300:    LGIFL0 和LGA50
结果差异方差贡献率特别大,怎么办?   
Variance Decomposition of LGA50:   
Period S.E. LGA50 LGIF300 LGIFL0
   
1  0.014200  100.0000  0.000000  0.000000
2  0.019769  99.89702  0.074921  0.028060
3  0.023924  99.88537  0.093034  0.021601
4  0.027396  99.87135  0.109599  0.019055
5  0.030393  99.85240  0.123594  0.024009
6  0.033052  99.83195  0.137357  0.030690
7  0.035444  99.80975  0.150983  0.039265
8  0.037623  99.78699  0.164840  0.048173
9  0.039624  99.76389  0.178995  0.057120
10  0.041472  99.74077  0.193527  0.065701
   
Variance Decomposition of LGIF300:   
Period S.E. LGA50 LGIF300 LGIFL0
   
1  0.014962  86.74606  13.25394  0.000000
2  0.021156  88.96954  10.93502  0.095436
3  0.025746  89.65320  10.28213  0.064670
4  0.029608  90.12091  9.829915  0.049175
5  0.032963  90.45256  9.506199  0.041245
6  0.035960  90.72527  9.237168  0.037566
7  0.038678  90.95685  9.005779  0.037370
8  0.041171  91.16272  8.798352  0.038925
9  0.043478  91.34952  8.608830  0.041646
10  0.045626  91.52217  8.432893  0.044935
   
Variance Decomposition of LGIFL0:   
Period S.E. LGA50 LGIF300 LGIFL0
   
1  0.015284  82.21754  10.24308  7.539380
2  0.021128  85.73285  9.302472  4.964678
3  0.025709  87.30683  8.823986  3.869182
4  0.029539  88.37827  8.537635  3.084096
5  0.032909  89.16206  8.291784  2.546157
6  0.035932  89.76430  8.081846  2.153852
7  0.038687  90.24677  7.890810  1.862424
8  0.041224  90.64426  7.715081  1.640656
9  0.043576  90.98065  7.550871  1.468482
10  0.045770  91.27137  7.396333  1.332301
   
Cholesky Ordering: LGA50 LGIF300 LGIFL0   
   
如果略微改变下次序
   
Variance Decomposition of LGIF300:   
Period S.E. LGA50 LGIF300 LGIFL0
   
1  0.014200  86.74606  13.25394  0.000000
2  0.019769  88.96954  10.93502  0.095436
3  0.023924  89.65320  10.28213  0.064670
4  0.027396  90.12091  9.829915  0.049175
5  0.030393  90.45256  9.506199  0.041245
6  0.033052  90.72527  9.237168  0.037566
7  0.035444  90.95685  9.005779  0.037370
8  0.037623  91.16272  8.798352  0.038925
9  0.039624  91.34952  8.608830  0.041646
10  0.041472  91.52217  8.432893  0.044935
   
Variance Decomposition of LGIFL0:   
Period S.E. LGA50 LGIF300 LGIFL0
   
1  0.014962  82.21754  10.24308  7.539380
2  0.021156  85.73285  9.302472  4.964678
3  0.025746  87.30683  8.823986  3.869182
4  0.029608  88.37827  8.537635  3.084096
5  0.032963  89.16206  8.291784  2.546157
6  0.035960  89.76430  8.081846  2.153852
7  0.038678  90.24677  7.890810  1.862424
8  0.041171  90.64426  7.715081  1.640656
9  0.043478  90.98065  7.550871  1.468482
10  0.045626  91.27137  7.396333  1.332301
   
Variance Decomposition of LGA50:   
Period S.E. LGA50 LGIF300 LGIFL0
   
1  0.015284  100.0000  0.000000  0.000000
2  0.021128  99.89702  0.074921  0.028060
3  0.025709  99.88537  0.093034  0.021601
4  0.029539  99.87135  0.109599  0.019055
5  0.032909  99.85240  0.123594  0.024009
6  0.035932  99.83195  0.137357  0.030690
7  0.038687  99.80975  0.150983  0.039265
8  0.041224  99.78699  0.164840  0.048173
9  0.043576  99.76389  0.178995  0.057120
10  0.045770  99.74077  0.193527  0.065701
   
Cholesky Ordering: LGA50 LGIF300 LGIFL0
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2012-12-25 13:49:02
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