我选用了12年的数据做分析,在做误差修正时滞后区间是0 2,出来的结果中 F-statistic的值都是NA ,请问是怎么回事?要是因为数据样本太短有没有别的办法?
R-squared -0.122201 -0.071824 -0.192754
Adj. R-squared -0.122201 -0.071824 -0.192754
Sum sq. resids 0.008233 0.153636 0.599714
S.E. equation 0.028693 0.123950 0.244891
F-statistic NA NA NA
Log likelihood 23.97801 7.882543 0.392263
Akaike AIC -4.177820 -1.251372 0.110498
Schwarz SC -4.141648 -1.215199 0.146670
Mean dependent 0.139246 0.101432 0.255570
S.D. dependent 0.027086 0.119725 0.224231
Determinant resid covariance (dof adj.) 1.78E-07
Determinant resid covariance 1.34E-07
Log likelihood 40.22281
Akaike information criterion -6.040511
Schwarz criterion -5.787305