Vector error-correction model
Sample: 2000 - 2015 Number of obs = 16
AIC = -8.055025
Log likelihood = 73.4402 HQIC = -8.03277
Det(Sigma_ml) = 3.53e-07 SBIC = -7.620443
Equation Parms RMSE R-sq chi2 P>chi2
----------------------------------------------------------------
D_ddlny 4 .02591 0.7165 30.33017 0.0000
D_ddlnx 4 .041377 0.4541 9.982767 0.0407
----------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
D_ddlny |
_ce1 |
L1. | -2.022138 .450959 -4.48 0.000 -2.906002 -1.138275
|
ddlny |
LD. | .6834795 .2595225 2.63 0.008 .1748248 1.192134
|
ddlnx |
LD. | -.1976055 .1768371 -1.12 0.264 -.5441998 .1489888
|
_cons | .0006376 .0065645 0.10 0.923 -.0122285 .0135038
-------------+----------------------------------------------------------------
D_ddlnx |
_ce1 |
L1. | -1.192896 .7201571 -1.66 0.098 -2.604378 .2185863
|
ddlny |
LD. | 1.060597 .4144433 2.56 0.010 .2483026 1.87289
|
ddlnx |
LD. | -.6786551 .2823992 -2.40 0.016 -1.232147 -.1251628
|
_cons | -.0010809 .0104832 -0.10 0.918 -.0216275 .0194657
------------------------------------------------------------------------------
Cointegrating equations
Equation Parms chi2 P>chi2
-------------------------------------------
_ce1 1 1.755922 0.1851
-------------------------------------------
Identification: beta is exactly identified
Johansen normalization restriction imposed
------------------------------------------------------------------------------
beta | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_ce1 |
ddlny | 1 . . . . .
ddlnx | -.1938124 .1462612 -1.33 0.185 -.4804791 .0928542
_cons | .0002563 . . . . .
------------------------------------------------------------------------------
以上是分析结果,请问各位按照这个结果怎么写出修正后的回归方程?
老师告诉我应该有e(-1)项,请问这一项的系数从哪里看。
谢谢各位先,写学年论文的学生瑟瑟发抖