结果是勉强做出来了 但不知道怎么看 高铁梅的书似乎没怎么说明白 求各位大牛指导!
Date: 06/08/13 Time: 22:01
Sample(adjusted): 1996 2007
Included observations: 12 after adjusting endpoints
Standard errors & t-statistics in parentheses
Cointegrating Eq: CointEq1
LNY(-1) 1.000000
LNX1(-1) -0.362474
(0.03304)
(-10.9702)
LNX2(-1) -0.462259
(0.03838)
(-12.0435)
C -5.035996
Error Correction: D(LNY) D(LNX1) D(LNX2)
CointEq1 -0.781085 1.015194 0.063654
(0.26313) (1.13037) (1.09462)
(-2.96848) (0.89811) (0.05815)
D(LNY(-1)) -0.024540 0.146379 -0.421126
(0.18314) (0.78677) (0.76189)
(-0.13399) (0.18605) (-0.55274)
D(LNX1(-1)) -0.143059 0.684054 0.083447
(0.11626) (0.49944) (0.48365)
(-1.23051) (1.36964) (0.17254)
D(LNX2(-1)) -0.115751 0.665356 -0.229181
(0.11042) (0.47434) (0.45934)
(-1.04831) (1.40270) (-0.49893)
C 0.177090 -0.046037 0.225006
(0.04957) (0.21297) (0.20623)
(3.57223) (-0.21617) (1.09104)
R-squared 0.684011 0.295590 0.117265
Adj. R-squared 0.503446 -0.106929 -0.387155
Sum sq. resids 0.004877 0.089995 0.084394
S.E. equation 0.026394 0.113386 0.109801
F-statistic 3.788166 0.734350 0.232475
Log likelihood 29.82214 12.33017 12.71576
Akaike AIC -4.137023 -1.221696 -1.285959
Schwarz SC -3.934979 -1.019651 -1.083915
Mean dependent 0.134354 0.177033 0.148265
S.D. dependent 0.037456 0.107771 0.093227
Determinant Residual Covariance 5.10E-09
Log Likelihood 63.48123
Akaike Information Criteria -7.580206
Schwarz Criteria -6.852846