用eviews做了VAR,进而脉冲响应函数和方差分解,但方差分解的贡献值非常小,为什么会出现这种结果呢?
| Variance Decomposition of RP: | | | | | |
| Period | S.E. | RP | RJM | RFU | RLNG |
| | | | | |
| 1 | 0.061017 | 100 | 0 | 0 | 0 |
| 2 | 0.063858 | 99.505 | 0.393818 | 0.097187 | 0.003997 |
| 3 | 0.0639 | 99.37614 | 0.443677 | 0.098837 | 0.081346 |
| 4 | 0.063929 | 99.37446 | 0.443667 | 0.099159 | 0.082709 |
| 5 | 0.063932 | 99.37347 | 0.444576 | 0.099244 | 0.082707 |
| 6 | 0.063932 | 99.37339 | 0.444611 | 0.099245 | 0.08275 |
| 7 | 0.063932 | 99.37339 | 0.444612 | 0.099245 | 0.082751 |
| 8 | 0.063932 | 99.37339 | 0.444613 | 0.099245 | 0.082751 |
| 9 | 0.063932 | 99.37339 | 0.444613 | 0.099245 | 0.082751 |
| 10 | 0.063932 | 99.37339 | 0.444613 | 0.099245 | 0.082751 |