VEC模型的方程怎么看？输出结果的CointEq1代表什么？

VEC模型中的误差修正项u_t-1

的系数怎么看啊？

谢谢了！！！！！

Vector Error Correction Estimates

Date: 06/06/05 Time: 02:00

Sample (adjusted): 1985 2003

Included observations: 19 after adjustments

Standard errors in ( ) & t-statistics in [ ]

Cointegrating Eq:

CointEq1

LNRGDP(-1)

1.000000

LNRSI(-1)

-0.933811

(0.02194)

[-42.5709]

C

-1.248291

Error Correction:

D(LNRGDP)

D(LNRSI)

CointEq1

0.147170

1.073478

(0.20192)

(0.38033)

[ 0.72885]

[ 2.82247]

D(LNRGDP(-1))

0.480517

2.689093

(0.45121)

(0.84989)

[ 1.06494]

[ 3.16404]

D(LNRGDP(-2))

-0.197200

1.310575

(0.53726)

(1.01196)

[-0.36705]

[ 1.29508]

D(LNRGDP(-3))

0.349277

1.720365

(0.51883)

(0.97726)

[ 0.67320]

[ 1.76040]

D(LNRSI(-1))

-0.048476

-0.190899

(0.14456)

(0.27229)

[-0.33534]

[-0.70110]

D(LNRSI(-2))

0.119156

0.217968

(0.13131)

(0.24733)

[ 0.90745]

[ 0.88129]

D(LNRSI(-3))

-0.110608

-0.396294

(0.12112)

(0.22815)

[-0.91317]

[-1.73701]

C

0.047939

-0.499690

(0.12129)

(0.22845)

[ 0.39526]

[-2.18730]

R-squared

0.295498

0.799870

Adj. R-squared

-0.152821

0.672515

Sum sq. resids

0.030061

0.106652

S.E. equation

0.052276

0.098466

F-statistic

0.659124

6.280629

Log likelihood

34.30533

22.27512

Akaike AIC

-2.768982

-1.502645

Schwarz SC

-2.371324

-1.104986

Mean dependent

0.117530

0.131302

S.D. dependent

0.048688

0.172065

Determinant resid covariance (dof adj.)

7.04E-06

Determinant resid covariance

2.36E-06

Log likelihood

69.16629

Akaike information criterion

-5.385925

Schwarz criterion

-4.491194