下面这个是我pcocoa和pcoffee的误差修正模型
pcocoa和pcoffee分别指pcocoa和pcoffee的价格
误差结果如下
Dependent Variable: DLPCOCOA
Method: Least Squares
Date: 12/05/10 Time: 00:32
Sample (adjusted): 1960M04 2002M09
Included observations: 510 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
C 0.001881 0.002749 0.684376 0.4941
DLPCOCOA(-1) 0.351634 0.043938 8.002964 0.0000
DLPCOCOA(-2) -0.110470 0.044305 -2.493402 0.0130
D(LPCOFFEE) 0.122385 0.040736 3.004372 0.0028
U(-1) -0.023308 0.010258 -2.272048 0.0235
R-squared 0.134270 Mean dependent var 0.002585
Adjusted R-squared 0.127412 S.D. dependent var 0.066382
S.E. of regression 0.062009 Akaike info criterion -2.713322
Sum squared resid 1.941778 Schwarz criterion -2.671808
Log likelihood 696.8971 F-statistic 19.58061
Durbin-Watson stat 1.981753 Prob(F-statistic) 0.000000
R 方很小啊,我应该怎么解释这个误差修正模型呢?
怎么看短期波动和长期均衡的影响啊?