我是Eviews的初学者,对于一些基本的计量常识不是很明白,这是我做的VEC的结果,怎么看检验的结果啊?通过检验了吗?该怎么分析啊?
Vector Error Correction Estimates
Date: 02/06/15 Time: 15:18
Sample (adjusted): 2001 2013
Included observations: 13 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq: CointEq1
LNR(-1) 1.000000
LNN(-1) 29.67134
(4.47255)
[ 6.63410]
LNL(-1) -63.23322
(9.38339)
[-6.73885]
C 196.1078
Error Correction: D(LNR) D(LNN) D(LNL)
CointEq1 -0.132017 -0.008766 0.006904
(0.01979) (0.00804) (0.00358)
[-6.67189] [-1.09014] [ 1.93056]
C 0.241085 0.112646 0.047008
(0.06480) (0.02633) (0.01171)
[ 3.72061] [ 4.27788] [ 4.01391]
R-squared 0.801852 0.097504 0.253076
Adj. R-squared 0.783839 0.015459 0.185174
Sum sq. resids 0.600410 0.099154 0.019613
S.E. equation 0.233629 0.094942 0.042225
F-statistic 44.51410 1.188415 3.727077
Log likelihood 1.541900 13.24797 23.78120
Akaike AIC 0.070477 -1.730458 -3.350954
Schwarz SC 0.157392 -1.643542 -3.264039
Mean dependent 0.241085 0.112646 0.047008
S.D. dependent 0.502503 0.095685 0.046778
Determinant resid covariance (dof adj.) 7.44E-07
Determinant resid covariance 4.51E-07
Log likelihood 39.64001
Akaike information criterion -4.713847
Schwarz criterion -4.322728