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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 EViews专版
2520 0
2016-05-21

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Cointegrating Eq:

CointEq1

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LNEC(-1)

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LNHJ(-1)

-0.889162960959498

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0.01767403221068255

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[-50.3090]

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Error Correction:

D(LNEC)

D(LNHJ)

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CointEq1

0.09665459975984119

0.2093334694694079

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0.03335203087097565

0.1033706328410367

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[ 2.89801]

[ 2.02508]

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D(LNEC(-1))

0.2472404571132424

-0.2390932816985852

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0.2515439941420662

0.7796305407133679

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[ 0.98289]

[-0.30668]

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D(LNEC(-2))

-0.3145146502896494

-1.091672679533818

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0.255267755533917

0.7911718940154725

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[-1.23210]

[-1.37982]

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D(LNHJ(-1))

0.04239622239904537

0.08052523581135185

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0.07783725221875151

0.2412472587227622

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[ 0.54468]

[ 0.33379]

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D(LNHJ(-2))

-0.01472611205934531

-0.03769141704212118

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0.07811584463132559

0.2421107226030849

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[-0.18852]

[-0.15568]

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R-squared

0.2902998534013989

0.2454650773321274

Adj. R-squared

0.1010464809751052

0.04425576462069491

Sum sq. resids

0.03164992640362359

0.3040342331779709

S.E. equation

0.04593468290491299

0.1423690587119666

F-statistic

1.533921692806075

1.219948888171815

Log likelihood

36.10874662859251

13.48470181922432

Akaike AIC

-3.110874662859251

-0.8484701819224316

Schwarz SC

-2.861941594470754

-0.5995371135339339

Mean dependent

0.05414358263429091

0.02798077328517845

S.D. dependent

0.04844758175846471

0.1456279614152147

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Determinant resid covariance (dof adj.)

4.273802188995732e-05

Determinant resid covariance

2.404013731310099e-05

Log likelihood

49.6003160363538

Akaike information criterion

-3.760031603635381

Schwarz criterion

-3.162592239502986

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结果如上表,怎样写VECM的方程用那些数据和公式?


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