求懂方差分解的朋友帮助解答，我建立了一个组合模型，为了看解释变量的贡献度，所有做了方差分解，结果如图。问题在于1.求解读方差分解的结。另外，模型拟合优度很高，方差分解的值很低，为什么呢
2.是否因为组合模型不适合进行方差分解？那是否有其他的方法分析解释变量的贡献度呢？
感谢！
| Coefficient Variance Decomposition | | |
| Date: 02/02/17 Time: 19:51 | | | |
| Sample: 2013M01 2016M11 | | | |
| Included observations: 35 | | | |
| | | | | | |
| | | | | | |
| Eigenvalues | 0.073227 | 0.030428 | 0.020587 | 0.001122 | 0.000239 |
| Condition | 0.003269 | 0.007866 | 0.011626 | 0.213242 | 1.000000 |
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| Variance Decomposition Proportions | | | | | |
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| | | | | | |
| | Associated Eigenvalue |
| Variable | 1 | 2 | 3 | 4 | 5 |
| | | | | | |
| | | | | | |
| LOG(X1) | 0.950226 | 0.024893 | 0.022608 | 4.22E-05 | 0.002231 |
| LOG(X2) | 0.929563 | 0.063443 | 0.001637 | 2.94E-05 | 0.005328 |
| AR(12) | 0.002282 | 0.325522 | 0.671931 | 0.000110 | 0.000155 |
| MA(1) | 0.266579 | 0.604187 | 0.129230 | 3.04E-06 | 1.33E-06 |
| SMA(12) | 0.014449 | 0.022995 | 0.032292 | 0.929956 | 0.000307 |
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| Eigenvectors | | | | |
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| | Associated Eigenvalue |
| Variable | 1 | 2 | 3 | 4 | 5 |
| | | | | | |
| | | | | | |
| LOG(X1) | -0.731486 | 0.183664 | 0.212799 | -0.039377 | -0.619969 |
| LOG(X2) | 0.584593 | -0.236920 | -0.046269 | -0.026557 | -0.774128 |
| AR(12) | -0.026580 | 0.492461 | -0.860183 | 0.047134 | -0.120993 |
| MA(1) | -0.349622 | -0.816523 | -0.459104 | -0.009543 | 0.013641 |
| SMA(12) | -0.015397 | -0.030132 | 0.043412 | 0.997713 | -0.039228 |
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