悬赏 10 个论坛币 未解决
弱问。。。。怎么看输出结果呢,什么情况下存在因果关系??
求好心人帮忙啊。。。
Cointegrating Eq: CointEq1
SFDI(-1) 1.000000
SEG(-1) 13408.73
(3591.98)
[ 3.73296]
C -19791.27
Error Correction: D(SFDI) D(SEG)
CointEq1 -0.068643 -2.18E-05
(0.07914) (6.8E-06)
[-0.86736] [-3.19494]
D(SFDI(-1)) 0.312552 5.40E-05
(0.27402) (2.4E-05)
[ 1.14064] [ 2.28527]
D(SFDI(-2)) 0.047977 1.23E-05
(0.34861) (3.0E-05)
[ 0.13762] [ 0.40765]
D(SEG(-1)) 60.83046 -0.126310
(750.935) (0.06475)
[ 0.08101] [-1.95073]
D(SEG(-2)) -42.30552 -0.115258
(772.930) (0.06665)
[-0.05473] [-1.72939]
C 99.94193 -0.037493
(105.661) (0.00911)
[ 0.94587] [-4.11529]
R-squared 0.148627 0.555767
Adj. R-squared -0.206112 0.370670
Sum sq. resids 988095.3 0.007346
S.E. equation 286.9517 0.024743
F-statistic 0.418975 3.002569
Log likelihood -123.7594 44.69433
Akaike AIC 14.41771 -4.299369
Schwarz SC 14.71450 -4.002579
Mean dependent 161.0278 -0.016145
S.D. dependent 261.2853 0.031189
Determinant resid covariance (dof adj.) 47.86718
Determinant resid covariance 21.27430
Log likelihood -78.59929
Akaike information criterion 10.28881
Schwarz criterion 10.98132