我用两个变量gdp和ex出口结构,两者的VEC模型结果哪些是通过的?说明了怎样的经济意义呢?计量学的不过关。
Error Correction: D(LNEX) D(LNY)
CointEq1 -0.359714 0.054850
(0.11199) (0.06571)
[-3.21203] [ 0.83474]
D(LNEX(-1)) -0.070544 -0.123131
(0.18621) (0.10926)
[-0.37884] [-1.12697]
D(LNEX(-2)) 0.243036 -0.004492
(0.19200) (0.11265)
[ 1.26581] [-0.03987]
D(LNY(-1)) 1.631276 0.878619
(0.45584) (0.26746)
[ 3.57865] [ 3.28510]
D(LNY(-2)) -1.787898 -0.294387
(0.43949) (0.25787)
[-4.06811] [-1.14163]
C 0.036780 0.038493
(0.03017) (0.01770)
[ 1.21896] [ 2.17432]