Two-step results
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lny1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
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lny1 |
L1. | 1.150612 .0063947 179.93 0.000 1.138079 1.163146
L2. | -.4902174 .009836 -49.84 0.000 -.5094955 -.4709393
L3. | .2985995 .0064732 46.13 0.000 .2859122 .3112868
|
k | .0026109 .0001456 17.94 0.000 .0023256 .0028962
l | -.0147043 .0019041 -7.72 0.000 -.0184362 -.0109724
fdi | .000184 .0000338 5.45 0.000 .0001179 .0002502
ed1 | -.0348089 .0106938 -3.26 0.001 -.0557683 -.0138495
_cons | .3741608 .0158207 23.65 0.000 .3431528 .4051688
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我做的动态模型的结果,因变量是GDP,引入三期滞后做解释变量,我想请问各位大佬,为什么结果显示的一阶滞后GDP对当前GDP影响是正的,二阶滞后又是负的,三阶滞后又是正的呢?这个符合经济原理吗?我换了好几个反映GDP的指标,做出来的结果都是这样,能用经济学原理解释吗? |