作出的这个方差分解,怎么会有这么大的波动呢?是不是模型建立的不正确呀
Variance Decomposition of LNREC:
Period S.E. LNREC LNURB
1 0.018839 100.0000 0.000000
2 0.023300 98.68946 1.310542
3 0.037882 38.44493 61.55507
4 0.039805 34.94496 65.05504
5 0.041525 32.45121 67.54879
6 0.041656 32.37972 67.62028
7 0.042444 31.85482 68.14518
8 0.042815 32.86955 67.13045
9 0.043651 32.03020 67.96980
10 0.044573 31.03585 68.96415