VAR Lag Exclusion Wald Tests
Date: 03/27/14 Time: 21:12
Sample: 1/01/2010 5/24/2010
Included observations: 140
Chi-squared test statistics for lag exclusion:
Numbers in [ ] are p-values
DD300 DDM0 DDM1 DDM2 Joint
Lag 1 89.41984 143.9170 148.0158 162.8356 509.7774
[ 0.000000] [ 0.000000] [ 0.000000] [ 0.000000] [ 0.000000]
Lag 2 14.15374 36.22489 23.42090 101.9640 204.2766
[ 0.006820] [ 2.60e-07] [ 0.000104] [ 0.000000] [ 0.000000]
df 4 4 4 4 16
做出来是这样的 这些变量是冗余变量吗???