这个是协整检验
Vector Error Correction Estimates
Date: 04/13/09 Time: 15:39
Sample (adjusted): 1983 2006
Included observations: 24 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq: CointEq1
Y(-1) 1.000000
X1(-1) -0.756527
(0.16724)
[-4.52360]
X4(-1) -0.964175
(0.17042)
[-5.65770]
X6(-1) 2.758330
(0.20292)
[ 13.5931]
C -5.843305
Error Correction: D(Y) D(X1) D(X4) D(X6)
CointEq1 -0.156459 0.006501 -0.084959 -0.230336
(0.04168) (0.13025) (0.31437) (0.19435)
[-3.75346] [ 0.04991] [-0.27025] [-1.18519]
D(Y(-1)) 0.485706 0.778890 2.170716 1.016097
(0.24139) (0.75429) (1.82052) (1.12545)
[ 2.01213] [ 1.03261] [ 1.19236] [ 0.90284]
D(Y(-2)) -0.437358 -0.550617 -1.528848 -2.028529
(0.21346) (0.66703) (1.60989) (0.99524)
[-2.04888] [-0.82548] [-0.94966] [-2.03823]
D(X1(-1)) -0.174882 0.246133 -0.869051 0.049678
(0.11340) (0.35435) (0.85524) (0.52871)
[-1.54218] [ 0.69460] [-1.01615] [ 0.09396]
D(X1(-2)) 0.167664 -0.306360 -0.057050 0.280674
(0.09680) (0.30248) (0.73004) (0.45131)
[ 1.73208] [-1.01283] [-0.07815] [ 0.62190]
D(X4(-1)) -0.004135 -0.021877 0.348228 0.045494
(0.05273) (0.16476) (0.39766) (0.24583)
[-0.07843] [-0.13278] [ 0.87570] [ 0.18506]
D(X4(-2)) -0.113568 -0.058679 -0.561514 -0.114470
(0.05134) (0.16042) (0.38718) (0.23935)
[-2.21220] [-0.36579] [-1.45028] [-0.47825]
D(X6(-1)) 0.257796 0.520052 0.782881 0.623161
(0.10296) (0.32173) (0.77650) (0.48003)
[ 2.50389] [ 1.61645] [ 1.00822] [ 1.29817]
D(X6(-2)) 0.223538 0.290950 1.075154 0.492465
(0.09405) (0.29389) (0.70932) (0.43851)
[ 2.37675] [ 0.98998] [ 1.51575] [ 1.12305]
C 0.073923 0.097993 0.173807 0.034039
(0.01680) (0.05249) (0.12669) (0.07832)
[ 4.40061] [ 1.86684] [ 1.37191] [ 0.43461]
R-squared 0.874017 0.732154 0.513569 0.561547
Adj. R-squared 0.793027 0.559967 0.200863 0.279684
Sum sq. resids 0.002615 0.025533 0.148731 0.056841
S.E. equation 0.013667 0.042705 0.103071 0.063719
F-statistic 10.79175 4.252092 1.642341 1.992271
Log likelihood 75.44065 48.09572 26.94951 38.49204
Akaike AIC -5.453387 -3.174644 -1.412459 -2.374336
Schwarz SC -4.962532 -2.683788 -0.921603 -1.883481
Mean dependent 0.090252 0.153505 0.187214 0.068408
S.D. dependent 0.030040 0.064378 0.115299 0.075077
Determinant resid covariance (dof adj.) 7.21E-13
Determinant resid covariance 8.35E-14
Log likelihood 225.1488
Akaike information criterion -15.09573
Schwarz criterion -12.93597
协整模型即为y=-5.843305+0.756527x1+0.964175x4-2.75833x6,对不?
接着我该怎么做误差修正模型呢?我对这个真的不懂,还请高手帮我看看这个结果,指点一下,不甚感激!!!!