悬赏 20 个论坛币 未解决
还行问问是不是ADF检验的各个数据都要选一样的选项,比如说都是无截距的单整才能用协整和格兰杰???
下面是VEC模型的结果,谁能帮我读出方程啊?我想要LNhuilv做因变量,其余是自变量~方便的能不能加个QQ呢?我的QQ是:1697438117。 回答得好有重谢啊!!!!
Vector Error Correction Estimates
Date: 03/18/12 Time: 16:10
Sample (adjusted): 2005M10 2011M11
Included observations: 74 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq: CointEq1
LNHUILV(-1) 1.000000
LNNP(-1) 1.248360
(0.18708)
[ 6.67284]
LNOIC(-1) -0.490527
(0.18364)
[-2.67109]
LNOIU(-1) -0.389359
(0.11660)
[-3.33927]
Error Correction: D(LNHUILV) D(LNNP) D(LNOIC) D(LNOIU)
CointEq1 -0.001260 -0.188576 -0.084135 0.010373
(0.00164) (0.03503) (0.04651) (0.02027)
[-0.76651] [-5.38361] [-1.80893] [ 0.51169]
D(LNHUILV(-1)) 0.525757 -5.589862 2.950280 0.542112
(0.12213) (2.60184) (3.45479) (1.50583)
[ 4.30496] [-2.14843] [ 0.85397] [ 0.36001]
D(LNHUILV(-2)) 0.240383 -4.039700 -9.153974 1.743437
(0.11483) (2.44638) (3.24837) (1.41586)
[ 2.09336] [-1.65129] [-2.81802] [ 1.23137]
D(LNNP(-1)) 0.002293 0.462037 0.229965 -0.001202
(0.00477) (0.10159) (0.13489) (0.05879)
[ 0.48083] [ 4.54812] [ 1.70481] [-0.02045]
D(LNNP(-2)) -0.000397 0.311658 0.155470 0.067000
(0.00503) (0.10722) (0.14237) (0.06205)
[-0.07890] [ 2.90680] [ 1.09205] [ 1.07973]
D(LNOIC(-1)) -0.008123 -0.140789 -0.850108 -0.029824
(0.00388) (0.08258) (0.10965) (0.04779)
[-2.09561] [-1.70489] [-7.75281] [-0.62401]
D(LNOIC(-2)) -0.002856 -0.189862 -0.286897 -0.026489
(0.00383) (0.08166) (0.10843) (0.04726)
[-0.74511] [-2.32499] [-2.64587] [-0.56047]
D(LNOIU(-1)) -0.009058 -0.145654 -0.289874 -0.883694
(0.00895) (0.19078) (0.25332) (0.11041)
[-1.01149] [-0.76347] [-1.14430] [-8.00347]
D(LNOIU(-2)) -0.006962 -0.300604 -0.439604 -0.434765
(0.00884) (0.18843) (0.25021) (0.10906)
[-0.78708] [-1.59526] [-1.75695] [-3.98656]
R-squared 0.367650 0.563282 0.545226 0.532538
Adj. R-squared 0.289822 0.509532 0.489254 0.475005
Sum sq. resids 0.000683 0.310196 0.546911 0.103902
S.E. equation 0.003243 0.069081 0.091728 0.039981
F-statistic 4.723899 10.47969 9.741010 9.256107
Log likelihood 323.9181 97.55934 76.57730 138.0282
Akaike AIC -8.511300 -2.393496 -1.826413 -3.487248
Schwarz SC -8.231076 -2.113272 -1.546189 -3.207024
Mean dependent -0.003298 0.007011 0.009970 -0.000979
S.D. dependent 0.003848 0.098641 0.128351 0.055180
Determinant resid covariance (dof adj.) 5.65E-13
Determinant resid covariance 3.36E-13
Log likelihood 642.6562
Akaike information criterion -16.28801
Schwarz criterion -15.04257