SVAR模型识别之后,所有的系数的值都是0.1这是怎么回事啊 急急急
Structural VAR is over-identified (5 degrees of freedom)
Model: Ae = Bu where E[uu']=I
Restriction Type: short-run pattern matrix
A =
1 0 0 0 0
C(1) 1 0 0 0
C(2) 0 1 0 0
C(3) 0 0 1 0
0 0 C(4) C(5) 1
B =
C(6) 0 0 0 0
0 C(7) 0 0 0
0 0 C(8) 0 0
0 0 0 C(9) 0
0 0 0 0 C(10)
Coefficient Std. Error z-Statistic Prob.
C(1) 0.100000 0.087706 1.140175 0.2542
C(2) 0.100000 0.087706 1.140175 0.2542
C(3) 0.100000 0.087706 1.140175 0.2542
C(4) 0.100000 0.087275 1.145806 0.2519
C(5) 0.100000 0.087275 1.145806 0.2519
C(6) 0.100000 0.006202 16.12452 0.0000
C(7) 0.100000 0.006202 16.12452 0.0000
C(8) 0.100000 0.006202 16.12452 0.0000
C(9) 0.100000 0.006202 16.12452 0.0000
C(10) 0.100000 0.006202 16.12452 0.0000