今天做了VAR模型回归 滞后期选择是滞后1-4期
Sample: 2010m9 - 2014m7 No. of obs = 47
Log likelihood = 238.9625 AIC = -9.402661
FPE = 2.86e-07 HQIC = -9.136023
Det(Sigma_ml) = 1.31e-07 SBIC = -8.694094
Equation Parms RMSE R-sq chi2 P>chi2
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logsh3m 9 .023577 0.9847 3034.471 0.0000
Dlogbt3m 9 .021074 0.7274 125.4172 0.0000
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| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
logsh3m |
logsh3m |
L1. | 1.980485 .1513152 13.09 0.000 1.683913 2.277057
L2. | -1.47623 .3088177 -4.78 0.000 -2.081501 -.8709579
L3. | .3440835 .3097286 1.11 0.267 -.2629734 .9511404
L4. | .0448784 .1415345 0.32 0.751 -.2325241 .3222809
|
Dlogbt3m |
L1. | -.141594 .1465122 -0.97 0.334 -.4287528 .1455647
L2. | .0455705 .1514641 0.30 0.764 -.2512938 .3424347
L3. | .4334881 .1505292 2.88 0.004 .1384564 .7285198
L4. | -.0373958 .1238287 -0.30 0.763 -.2800955 .2053039
|
_cons | .1616574 .0348816 4.63 0.000 .0932907 .2300242
-------------+----------------------------------------------------------------
Dlogbt3m |
logsh3m |
L1. | .5278203 .1352528 3.90 0.000 .2627297 .7929108
L2. | -.7716133 .276036 -2.80 0.005 -1.312634 -.2305927
L3. | .3598365 .2768502 1.30 0.194 -.1827799 .9024529
L4. | -.1102479 .1265103 -0.87 0.384 -.3582035 .1377076
|
Dlogbt3m |
L1. | .2060246 .1309596 1.57 0.116 -.0506516 .4627007
L2. | .0886423 .1353858 0.65 0.513 -.1767091 .3539937
L3. | .3684139 .1345501 2.74 0.006 .1047005 .6321274
L4. | -.4769555 .110684 -4.31 0.000 -.6938921 -.2600189
|
_cons | -.0021789 .0311788 -0.07 0.944 -.0632883 .058930
结果是这样,请问各位大神,怎么根据这个结果得出方程logsh3m=C+ax+bx之类的那种方程,各种书上都没有,
急用急用 马上要交的论文 求助啊 好心的能不能直接帮我写出来方程??