最近刚开始学eviews,还处于云里雾里,这是我做的误差修正模型的结果,但是不知道怎么写方程,请教大家,这个结果怎么看呢
Vector Error Correction Estimates
Date: 10/03/08 Time: 13:16
Sample (adjusted): 2006M04 2008M08
Included observations: 29 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq:
CointEq1
LNM2(-1)
1.000000
LNRR(-1)
-0.396008
(0.01112)
[-35.6269]
C
-11.87182
Error Correction:
D(LNM2)
D(LNRR)
CointEq1
-0.159205
1.319613
(0.12900)
(0.43299)
[-1.23412]
[ 3.04770]
D(LNM2(-1))
-0.017215
-0.984937
(0.20196)
(0.67787)
[-0.08524]
[-1.45298]
D(LNM2(-2))
0.016408
-0.294367
(0.20095)
(0.67446)
[ 0.08166]
[-0.43645]
D(LNRR(-1))
0.111138
0.138570
(0.05207)
(0.17477)
[ 2.13434]
[ 0.79286]
D(LNRR(-2))
-0.031972
-0.189830
(0.05395)
(0.18106)
[-0.59268]
[-1.04843]
C
0.010408
0.047542
(0.00471)
(0.01580)
[ 2.21146]
[ 3.00971]
R-squared
0.292784
0.360067
Adj. R-squared
0.139041
0.220951
Sum sq. resids
0.001001
0.011273
S.E. equation
0.006596
0.022138
F-statistic
1.904376
2.588249
Log likelihood
107.8299
72.71471
Akaike AIC
-7.022753
-4.601014
Schwarz SC
-6.739865
-4.318126
Mean dependent
0.012708
0.029217
S.D. dependent
0.007109
0.025082
Determinant resid covariance (dof adj.)
2.07E-08
Determinant resid covariance
1.30E-08
Log likelihood
180.9844
Akaike information criterion
-11.51617
Schwarz criterion
-10.85610