100论坛币悬赏：VEC结果怎么看

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收藏 2013-08-07

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Vector Error Correction Estimates
Date: 08/02/13 Time: 20:48
Sample (adjusted): 1988 2011
Included observations: 24 after adjustments
Standard errors in ( ) & t-statistics in [ ]


Cointegrating Eq:	CointEq1


D(GN(-1))	1.000000

D(GE(-1))	1.012602
	(0.12726)
	[ 7.95709]

D(TX(-1))	-0.407758
	(0.07014)
	[-5.81312]

D(TI(-1))	4.179303
	(0.56489)
	[ 7.39841]

D(LNGDP(-1))	-13.60840
	(3.59022)
	[-3.79041]

C	-2.543938


Error Correction:	D(GN,2)	D(GE,2)	D(TX,2)	D(TI,2)	D(LNGDP,2)


CointEq1	-0.695366	-0.792744	-0.030458	0.054547	0.002011
	(0.25037)	(0.33347)	(0.63919)	(0.06251)	(0.00826)
	[-2.77735]	[-2.37723]	[-0.04765]	[ 0.87262]	[ 0.24342]

D(GN(-1),2)	-0.183571	0.549465	-0.731011	0.031664	0.006377
	(0.20773)	(0.27669)	(0.53035)	(0.05186)	(0.00686)
	[-0.88368]	[ 1.98588]	[-1.37837]	[ 0.61051]	[ 0.93024]

D(GE(-1),2)	0.430018	-0.279187	-0.511780	-0.027300	0.001139
	(0.16634)	(0.22155)	(0.42467)	(0.04153)	(0.00549)
	[ 2.58515]	[-1.26013]	[-1.20512]	[-0.65735]	[ 0.20757]

D(TX(-1),2)	-0.214122	-0.216566	-0.519391	0.002128	-0.001822
	(0.10235)	(0.13633)	(0.26131)	(0.02555)	(0.00338)
	[-2.09198]	[-1.58857]	[-1.98765]	[ 0.08326]	[-0.53945]

D(TI(-1),2)	2.607050	2.771362	-0.228622	-0.381301	0.029945
	(1.29397)	(1.72347)	(3.30351)	(0.32306)	(0.04270)
	[ 2.01476]	[ 1.60801]	[-0.06921]	[-1.18026]	[ 0.70130]

D(LNGDP(-1),2)	0.135775	11.38552	36.30102	3.231962	0.009914
	(8.58499)	(11.4345)	(21.9175)	(2.14341)	(0.28330)
	[ 0.01582]	[ 0.99571]	[ 1.65626]	[ 1.50786]	[ 0.03499]

C	-0.100608	0.078027	0.066802	0.018126	0.000622
	(0.35327)	(0.47053)	(0.90190)	(0.08820)	(0.01166)
	[-0.28479]	[ 0.16583]	[ 0.07407]	[ 0.20551]	[ 0.05336]


R-squared	0.521091	0.620411	0.443720	0.329175	0.149221
Adj. R-squared	0.352064	0.486438	0.247386	0.092413	-0.151054
Sum sq. resids	50.79069	90.10349	331.0439	3.166015	0.055308
S.E. equation	1.728493	2.302218	4.412842	0.431551	0.057039
F-statistic	3.082890	4.630877	2.260023	1.390321	0.496948
Log likelihood	-43.05044	-49.92939	-65.54489	-9.747562	38.82008
Akaike AIC	4.170870	4.744116	6.045408	1.395630	-2.651673
Schwarz SC	4.514469	5.087715	6.389007	1.739229	-2.308074
Mean dependent	-0.073750	0.086300	0.125617	0.020833	0.000638
S.D. dependent	2.147344	3.212551	5.086653	0.452989	0.053165


Determinant resid covariance (dof adj.)		0.019967
Determinant resid covariance		0.003560
Log likelihood		-102.6178
Akaike information criterion		11.88482
Schwarz criterion		13.84824