SVAR短期约束结果怎么看？

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收藏 2015-04-07

Coefficient Std. Error z-Statistic Prob.

C(2) -0.014895    0.092320 -0.161341    0.8718
C(4)    0.798739    3.328079    0.240000    0.8103
C(5)    2.639600    2.904704    0.908733    0.3635
C(7) -0.960137    1.265885 -0.758471    0.4482
C(8) -0.200468    1.107599 -0.180993    0.8564
C(9) -0.004016    0.030645 -0.131043    0.8957
C(11) -0.477940    0.673556 -0.709577    0.4780
C(12)    0.498497    0.588300    0.847352    0.3968
C(13) -0.022005    0.016276 -1.351962    0.1764
C(14)    0.019666    0.042797    0.459513    0.6459
C(1)    0.002626    0.000150    17.54993    0.0000
C(3)    0.003008    0.000171    17.54993    0.0000
C(6)    0.108442    0.006179    17.54993    0.0000
C(10)    0.041240    0.002350    17.54993    0.0000
C(15)    0.021902    0.001248    17.54993    0.0000

Log likelihood    2138.298

Estimated A matrix:
1.000000    0.000000    0.000000    0.000000    0.000000
0.014895    1.000000    0.000000    0.000000    0.000000
-0.798739 -2.639600    1.000000    0.000000    0.000000
0.960137    0.200468    0.004016    1.000000    0.000000
0.477940 -0.498497    0.022005 -0.019666    1.000000
Estimated B matrix:
0.002626    0.000000    0.000000    0.000000    0.000000
0.000000    0.003008    0.000000    0.000000    0.000000
0.000000    0.000000    0.108442    0.000000    0.000000
0.000000    0.000000    0.000000    0.041240    0.000000
0.000000    0.000000    0.000000    0.000000    0.021902

如题，系数符号怎么看，意义是什么？