悬赏 1 个论坛币 未解决
Vector autoregression
Sample: 2012m5 - 2016m9 No. of obs = 53
Log likelihood = -984.0569 AIC = 37.58705
FPE = 7.24e+13 HQIC = 37.7586
Det(Sigma_ml) = 4.59e+13 SBIC = 38.03316
Equation Parms RMSE R-sq F P > F
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isfs 6 4754.6 0.4381 7.327925 0.0000
newob 6 2617.04 0.4263 6.985568 0.0001
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------------------------------------------------------------------------------
| Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
isfs |
isfs |
L1. | -.7177514 .1775085 -4.04 0.000 -1.074852 -.3606503
L4. | -.3535547 .1824811 -1.94 0.059 -.7206593 .01355
|
newob |
L1. | .9175329 .3500083 2.62 0.012 .2134071 1.621659
L4. | -.0114047 .3685481 -0.03 0.975 -.7528278 .7300184
|
month | -961.7952 225.4539 -4.27 0.000 -1415.35 -508.2404
_cons | 32889.53 3597.176 9.14 0.000 25652.94 40126.11
-------------+----------------------------------------------------------------
newob |
isfs |
L1. | -.3737678 .0977049 -3.83 0.000 -.5703247 -.1772108
L4. | -.3336928 .100442 -3.32 0.002 -.5357559 -.1316296
|
newob |
L1. | .6119211 .1926529 3.18 0.003 .2243534 .9994887
L4. | .5169206 .2028577 2.55 0.014 .1088237 .9250176
|
month | -126.4047 124.0952 -1.02 0.314 -376.0521 123.2426
_cons | 10161.93 1979.972 5.13 0.000 6178.737 14145.12
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请教各位大神 做的var模型估计第一个方程里面newob变量不显著 第二个方程里的month不显著 怎么办 需不需要进行处理 还是直接可以进行回归结果的风险。
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