计量小白,想问一下我做了VAR模型出来后,公式里的矩阵的数据在这个Eviews的结果里应该怎么看怎么填?我可能太笨了,实在是看不懂
Vector Autoregression Estimates
Date: 03/10/19 Time: 21:03
Sample (adjusted): 2008 2017
Included observations: 10 after adjustments
Standard errors in ( ) & t-statistics in [ ]
LNGDP LNINC
LNGDP(-1) 0.524245 -0.376452
(0.35875) (0.15311)
[ 1.46133] [-2.45867]
LNGDP(-2) 0.018849 0.361996
(0.40574) (0.17317)
[ 0.04646] [ 2.09042]
LNINC(-1) 0.868548 1.500553
(0.42389) (0.18092)
[ 2.04898] [ 8.29416]
LNINC(-2) -0.661590 -0.549314
(0.40052) (0.17094)
[-1.65184] [-3.21350]
C 2.107406 0.468951
(1.10726) (0.47257)
[ 1.90327] [ 0.99233]
R-squared 0.989868 0.999419
Adj. R-squared 0.981762 0.998954
Sum sq. resids 0.015615 0.002844
S.E. equation 0.055883 0.023851
F-statistic 122.1210 2150.792
Log likelihood 18.12124 26.63570
Akaike AIC -2.624249 -4.327140
Schwarz SC -2.472956 -4.175848
Mean dependent 6.692480 4.466753
S.D. dependent 0.413807 0.737629
Determinant resid covariance (dof adj.) 1.52E-06
Determinant resid covariance 3.81E-07
Log likelihood 45.52729
Akaike information criterion -7.105458
Schwarz criterion -6.802873