请问谁能帮我写出协整方程式和误差修正项。刚学的计量就要做论文,而且高铁梅张晓峒李子奈书上还都没有。非常感谢您的帮助。
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
LNFDI LNV LNW 92
13.00883 0.361943 -31.40678 3.300814
4.930604 -4.444766 16.83484 -2.482397
-4.756863 0.701603 20.91517 -2.649211
Unrestricted Adjustment Coefficients (alpha):
D(LNFDI) -0.086388 -0.017152 -0.005131
D(LNV) -0.164017 0.324957 -0.194957
D(LNW) -0.007704 -0.014771 -0.017967
1 Cointegrating Equation(s): Log likelihood 56.13713
Normalized cointegrating coefficients (standard error in parentheses)
LNFDI LNV LNW 92
1.000000 0.027823 -2.414266 0.253736
(0.04581) (0.21640) (0.02786)
Adjustment coefficients (standard error in parentheses)【4】
D(LNFDI) -1.123811
(0.13121)
D(LNV) -2.133669
(1.89916)
D(LNW) -0.100225
(0.12478)