[size=10.5000pt]
Cointegrating Eq:
CointEq1
LNEC(-1)
[size=10.5000pt]1
LNHJ(-1)
-0.889162960959498
0.01767403221068255
[-50.3090]
Error Correction:
D(LNEC)
D(LNHJ)
0.09665459975984119
0.2093334694694079
0.03335203087097565
0.1033706328410367
[ 2.89801]
[ 2.02508]
D(LNEC(-1))
0.2472404571132424
-0.2390932816985852
0.2515439941420662
0.7796305407133679
[ 0.98289]
[-0.30668]
D(LNEC(-2))
-0.3145146502896494
-1.091672679533818
0.255267755533917
0.7911718940154725
[-1.23210]
[-1.37982]
D(LNHJ(-1))
0.04239622239904537
0.08052523581135185
0.07783725221875151
0.2412472587227622
[ 0.54468]
[ 0.33379]
D(LNHJ(-2))
-0.01472611205934531
-0.03769141704212118
0.07811584463132559
0.2421107226030849
[-0.18852]
[-0.15568]
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
Determinant resid covariance (dof adj.)
4.273802188995732e-05
Determinant resid covariance
2.404013731310099e-05
49.6003160363538
Akaike information criterion
-3.760031603635381
Schwarz criterion
-3.162592239502986
结果如上表,怎样写VECM的方程用那些数据和公式?
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