做了协整检验 但var模型的方程怎么写 有什么经济意义呀 不太清楚 多谢热心人
Date: 05/03/10
Time: 10:40 |
Sample(adjusted): 1990 2008
|
Included observations: 19 after adjusting
|
endpoints
|
Standard errors & t-statistics in parentheses
|
| LNPRO | LNND |
LNPRO(-1) |
1.290567
|
0.785435
|
|
(0.21297)
|
(0.25549)
|
|
(6.05992)
|
(3.07427)
|
| | |
LNPRO(-2) | -0.495263 | -0.365832 |
|
(0.26732)
|
(0.32070)
|
| (-1.85266) | (-1.14074) |
| | |
LNND(-1) | -0.220209 |
0.291549
|
|
(0.19181)
|
(0.23011)
|
| (-1.14803) |
(1.26700)
|
| | |
LNND(-2) |
0.354581
|
0.357061
|
|
(0.14902)
|
(0.17877)
|
|
(2.37945)
|
(1.99733)
|
| | |
C |
0.777847
| -0.922618 |
|
(0.44741)
|
(0.53674)
|
|
(1.73854)
| (-1.71893) |