这个是我数据误差修正的结果。过两天有一个发表,可是我不知道该怎么文字描述。
望有好心人帮帮忙呀。 小女子不胜感激。
Q:598959125
Vector Error Correction Estimates
Date: 12/04/12 Time: 22:25
Sample (adjusted): 2003M05 2012M05
Included observations: 109 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq: CointEq1
PPPSA (-1) 1.000000
房屋销售价格
M2 (-1) -0.001240
广义货币 (0.00074)
[-1.68247]
R (-1) -153.3711
利率 (158.000)
[-0.97070]
C -2412.335
Error Correction: D(PPPSA) D(M2) D(R)
CointEq1 -0.055402 4.739755 -8.66E-06
(0.03518) (0.99263) (2.8E-05)
[-1.57476] [ 4.77497] [-0.30505]
D(PPPSA(-1)) -0.341749 -1.005432 9.42E-06
(0.09899) (2.79312) (8.0E-05)
[-3.45220] [-0.35997] [ 0.11795]
D(PPPSA(-2)) -0.168887 0.731690 -2.12E-05
(0.09725) (2.74377) (7.8E-05)
[-1.73670] [ 0.26667] [-0.26993]
D(M2(-1)) 0.004407 -0.250842 2.29E-06
(0.00360) (0.10170) (2.9E-06)
[ 1.22276] [-2.46658] [ 0.78701]
D(M2(-2)) 0.007969 0.007431 3.84E-06
(0.00375) (0.10588) (3.0E-06)
[ 2.12359] [ 0.07018] [ 1.26887]
D(R(-1)) 32.80534 -8910.656 0.127020
(124.808) (3521.44) (0.10073)
[ 0.26285] [-2.53040] [ 1.26104]
D(R(-2)) -93.34361 -5569.441 0.217289
(129.778) (3661.66) (0.10474)
[-0.71926] [-1.52102] [ 2.07462]
C -30.59515 8189.908 -0.031363
(43.3573) (1223.32) (0.03499)
[-0.70565] [ 6.69483] [-0.89630]
R-squared 0.184679 0.289707 0.073023
Adj. R-squared 0.128171 0.240478 0.008777
Sum sq. resids 3977095. 3.17E+09 2.590375
S.E. equation 198.4368 5598.855 0.160148
F-statistic 3.268217 5.884966 1.136618
Log likelihood -727.1712 -1091.214 49.14092
Akaike AIC 13.48938 20.16907 -0.754879
Schwarz SC 13.68691 20.36660 -0.557349
Mean dependent 32.68615 6457.933 0.011835
S.D. dependent 212.5233 6424.349 0.160855
Determinant resid covariance (dof adj.) 2.89E+10
Determinant resid covariance 2.30E+10
Log likelihood -1764.347
Akaike information criterion 32.86876
Schwarz criterion 33.53542
这个是我数据误差修正的结果。过两天有一个发表,可是我不知道该怎么文字描述。
望有好心人帮帮忙呀。 小女子不胜感激。