两组数据，已经做了ADF单位根检验，分别是一阶单整的。JJ检验证明至少有一个协整关系，然后做了3阶情况下的VAR。不过我是初学者，看了高铁梅的书，还有其他几本。不太看得懂这个结果具体含义和怎么写成协整方程。另外VEC的结果如下。我研究了好几本书和别人写的论文，写得都不详细。不知道这个结果怎么写成带误差项的误差协整方程。
论文就快交了。拜托各位高手指点一下。

VAR
Vector Autoregression Estimates

Date: 07/05/10   Time: 09:11

Sample (adjusted): 1992 2009

Included observations: 18 after adjustments

Standard errors in ( ) & t-statistics in [ ]




LNAPC
LNDR


LNAPC(-1)
-0.071826
1.060857

(0.22624)
(1.43219)

[-0.31748]
[ 0.74073]


LNAPC(-2)
0.320431
-0.994113

(0.19907)
(1.26020)

[ 1.60964]
[-0.78885]


LNAPC(-3)
-0.347768
-1.089901

(0.23226)
(1.47031)

[-1.49732]
[-0.74127]


LNDR(-1)
-0.118750
0.812377

(0.04749)
(0.30061)

[-2.50066]
[ 2.70239]


LNDR(-2)
0.019014
-0.012509

(0.07280)
(0.46088)

[ 0.26116]
[-0.02714]


LNDR(-3)
0.090148
-0.051082

(0.05637)
(0.35687)

[ 1.59912]
[-0.14314]


C
-0.246144
0.290621

(0.07453)
(0.47182)

[-3.30253]
[ 0.61596]


R-squared
0.552647
0.751287
Adj. R-squared
0.308636
0.615626
Sum sq. resids
0.035337
1.416093
S.E. equation
0.056678
0.358798
F-statistic
2.264845
5.537959
Log likelihood
30.55797
-2.658663
Akaike AIC
-2.617552
1.073185
Schwarz SC
-2.271296
1.419440
Mean dependent
-0.251641
2.028902
S.D. dependent
0.068165
0.578725


Determinant resid covariance (dof adj.)
0.000414
Determinant resid covariance
0.000154
Log likelihood
27.89942
Akaike information criterion
-1.544380
Schwarz criterion
-0.851869






VEC

Vector Error Correction Estimates

Date: 07/05/10   Time: 09:12

Sample (adjusted): 1993 2009

Included observations: 17 after adjustments

Standard errors in ( ) & t-statistics in [ ]



Cointegrating Eq:
CointEq1



LNAPC(-1)
1.000000



LNDR(-1)
-0.008632


(0.01448)


[-0.59626]



C
0.269709



Error Correction:
D(LNAPC)
D(LNDR)


CointEq1
-1.554442
1.699977

(0.37568)
(2.96202)

[-4.13768]
[ 0.57392]


D(LNAPC(-1))
0.113503
0.570154

(0.26263)
(2.07065)

[ 0.43219]
[ 0.27535]


D(LNAPC(-2))
0.278518
1.158890

(0.25456)
(2.00703)

[ 1.09413]
[ 0.57742]


D(LNAPC(-3))
0.167661
0.633166

(0.20522)
(1.61801)

[ 0.81700]
[ 0.39132]


D(LNDR(-1))
-0.116544
-0.154776

(0.04388)
(0.34595)

[-2.65613]
[-0.44740]


D(LNDR(-2))
-0.143905
0.057169

(0.05398)
(0.42559)

[-2.66596]
[ 0.13433]


D(LNDR(-3))
-0.101733
0.387096

(0.05684)
(0.44813)

[-1.78992]
[ 0.86381]


C
0.019174
0.044577

(0.01389)
(0.10951)

[ 1.38054]
[ 0.40708]


R-squared
0.850353
0.222513
Adj. R-squared
0.733961
-0.382199
Sum sq. resids
0.023305
1.448745
S.E. equation
0.050887
0.401213
F-statistic
7.305942
0.367965
Log likelihood
31.91256
-3.190571
Akaike AIC
-2.813242
1.316538
Schwarz SC
-2.421142
1.708638
Mean dependent
-0.003776
0.057692
S.D. dependent
0.098658
0.341263


Determinant resid covariance (dof adj.)
0.000369
Determinant resid covariance
0.000104
Log likelihood
29.74654
Akaike information criterion
-1.381946
Schwarz criterion
-0.499720