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使用eviews做VEC模型(两列数据),结果如下,请问结果好不好呀?拟合优度最重要的是看R-squared吗?只有0.053456可以吗?望专家不吝赐教。
Vector Error Correction Estimates
Date: 06/28/16 Time: 10:45
Sample (adjusted): 0003 2496
Included observations: 2494 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq: CointEq1
SER01(-1) 1.000000
SER02(-1) -0.638161
(0.05278)
[-12.0920]
C -1.684038
Error Correction: D(SER01) D(SER02)
CointEq1 -0.005784 0.004426
(0.00310) (0.00312)
[-1.86579] [ 1.41731]
D(SER01(-1)) -0.196796 -0.057723
(0.02178) (0.02194)
[-9.03733] [-2.63124]
D(SER02(-1)) 0.231470 0.088257
(0.02209) (0.02226)
[ 10.4771] [ 3.96539]
C -4.48E-06 -1.03E-05
(6.1E-06) (6.1E-06)
[-0.73331] [-1.67732]
R-squared 0.053456 0.007234
Adj. R-squared 0.052315 0.006038
Sum sq. resids 0.000231 0.000235
S.E. equation 0.000305 0.000307
F-statistic 46.87401 6.047869
Log likelihood 16655.35 16636.92
Akaike AIC -13.35313 -13.33835
Schwarz SC -13.34379 -13.32901
Mean dependent -5.86E-06 -1.09E-05
S.D. dependent 0.000313 0.000308
Determinant resid covariance (dof adj.) 7.07E-15
Determinant resid covariance 7.05E-15
Log likelihood 33556.41
Akaike information criterion -26.90169
Schwarz criterion -26.87835