到底怎样才能分析出这个VECM 有沒有假回归????
看F-Statistic???

Vector Error Correction Estimates  
Date: 04/14/10   Time: 19:33  
Sample (adjusted): 2003Q4 2009Q4  
Included observations: 25 after adjustments  
Standard errors in ( ) & t-statistics in [ ]  
  
Cointegrating Eq:  CointEq1
  
CPI_CN(-1)  1.000000
  
GDP_CN(-1) -0.532909
  (2.10362)
[-0.25333]
  
C -96.49344
  
Error Correction: D(CPI_CN) D(GDP_CN)
  
CointEq1 -0.375559 -0.011156
  (0.13473)  (0.01996)
[-2.78746] [-0.55900]
  
D(CPI_CN(-1))  0.465861  0.026660
  (0.19351)  (0.02866)
[ 2.40747] [ 0.93013]
  
D(CPI_CN(-2))  0.423610  0.019596
  (0.23688)  (0.03509)
[ 1.78830] [ 0.55852]
  
D(GDP_CN(-1)) -0.818998 -0.718672
  (1.56594)  (0.23195)
[-0.52301] [-3.09843]
  
D(GDP_CN(-2)) -0.161044 -0.224654
  (1.54672)  (0.22910)
[-0.10412] [-0.98059]
  
C  0.034896  0.086528
  (0.26081)  (0.03863)
[ 0.13380] [ 2.23983]
  
R-squared  0.410962  0.383085
Adj. R-squared  0.255952  0.220739
Sum sq. resids  26.02198  0.570913
S.E. equation  1.170290  0.173344
F-statistic  2.651197  2.359681
Log likelihood -35.97428  11.76896
Akaike AIC  3.357943 -0.461517
Schwarz SC  3.650473 -0.168987
Mean dependent -0.065476  0.046780
S.D. dependent  1.356728  0.196366
  
Determinant resid covariance (dof adj.)   0.039232
Determinant resid covariance   0.022660
Log likelihood  -23.60772
Akaike information criterion   3.008618
Schwarz criterion   3.691188