如果JJ检验通过多变量方程为协整然后做向量误差修正模型时候结果怎么看~~~~
求助啊~~~~ 能帮我看看下面这个可以通过么~~
Vector Error Correction Estimates
Date: 09/14/09 Time: 15:06
Sample (adjusted): 1981 2007
Included observations: 27 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq: CointEq1
LOGSJGDP(-1) 1.000000
LOGEC(-1) -5.903748
(0.47053)
[-12.5471]
LOGCAP52(-1) 0.154888
(0.12128)
[ 1.27713]
LOGLAB(-1) 3.510188
(0.37652)
[ 9.32283]
C 16.93521
Error Correction: D(LOGSJGDP) D(LOGEC) D(LOGCAP52) D(LOGLAB)
CointEq1 0.103859 0.073134 0.145393 -0.170853
(0.08951) (0.03721) (0.04948) (0.06799)
[ 1.16028] [ 1.96558] [ 2.93868] [-2.51291]
D(LOGSJGDP(-1)) 0.111534 0.036374 -0.190697 -0.066066
(0.21935) (0.09118) (0.12124) (0.16661)
[ 0.50848] [ 0.39893] [-1.57288] [-0.39653]
D(LOGSJGDP(-2)) -0.179508 -0.059983 -0.158598 0.052594
(0.22880) (0.09511) (0.12647) (0.17379)
[-0.78455] [-0.63069] [-1.25407] [ 0.30263]
D(LOGEC(-1)) 0.741695 0.126934 0.850775 -0.370830
(0.54919) (0.22828) (0.30355) (0.41715)
[ 1.35052] [ 0.55604] [ 2.80274] [-0.88897]
D(LOGEC(-2)) 0.998922 0.381998 0.346871 -0.258794
(0.50147) (0.20845) (0.27718) (0.38090)
[ 1.99198] [ 1.83259] [ 1.25145] [-0.67943]
D(LOGCAP52(-1)) 0.025428 0.137863 0.839982 0.306241
(0.37874) (0.15743) (0.20934) (0.28768)
[ 0.06714] [ 0.87570] [ 4.01253] [ 1.06453]
D(LOGCAP52(-2)) -0.387508 -0.273539 -0.282233 -0.246105
(0.35391) (0.14711) (0.19561) (0.26881)
[-1.09495] [-1.85944] [-1.44282] [-0.91552]
D(LOGLAB(-1)) -0.380605 -0.014484 -0.528845 0.454688
(0.33414) (0.13889) (0.18469) (0.25380)
[-1.13906] [-0.10428] [-2.86345] [ 1.79151]
D(LOGLAB(-2)) -0.654481 -0.012381 -0.323104 0.624739
(0.31267) (0.12997) (0.17282) (0.23749)
[-2.09323] [-0.09526] [-1.86962] [ 2.63059]
C 0.171800 0.047345 0.087647 0.018586
(0.04798) (0.01995) (0.02652) (0.03645)
[ 3.58032] [ 2.37370] [ 3.30466] [ 0.50994]
R-squared 0.413443 0.529649 0.813137 0.406584
Adj. R-squared 0.102913 0.280639 0.714209 0.092423
Sum sq. resids 0.051536 0.008904 0.015744 0.029733
S.E. equation 0.055059 0.022886 0.030433 0.041821
F-statistic 1.331410 2.127023 8.219522 1.294191
Log likelihood 46.21646 69.91872 62.22459 53.64175
Akaike AIC -2.682701 -4.438424 -3.868488 -3.232722
Schwarz SC -2.202761 -3.958484 -3.388549 -2.752783
Mean dependent 0.155863 0.044158 0.142493 0.024676
S.D. dependent 0.058132 0.026984 0.056927 0.043899
Determinant resid covariance (dof adj.) 1.54E-12
Determinant resid covariance 2.43E-13
Log likelihood 238.8846
Akaike information criterion -14.43590
Schwarz criterion -12.32417