我在做滞后节数确定中遇到这样的问题-- 输入节数后点击确定,会出现insufficient number of observation for specified maximum lag length,然后再点确定就会出现
Estimation Proc:
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LS 1 2 LY1 LY2 LY3 @ C
VAR Model:
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LY1 = C(1,1)*LY1(-1) + C(1,2)*LY1(-2) + C(1,3)*LY2(-1) + C(1,4)*LY2(-2) + C(1,5)*LY3(-1) + C(1,6)*LY3(-2) + C(1,7)
LY2 = C(2,1)*LY1(-1) + C(2,2)*LY1(-2) + C(2,3)*LY2(-1) + C(2,4)*LY2(-2) + C(2,5)*LY3(-1) + C(2,6)*LY3(-2) + C(2,7)
LY3 = C(3,1)*LY1(-1) + C(3,2)*LY1(-2) + C(3,3)*LY2(-1) + C(3,4)*LY2(-2) + C(3,5)*LY3(-1) + C(3,6)*LY3(-2) + C(3,7)
VAR Model - Substituted Coefficients:
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LY1 = 5.57319338187*LY1(-1) - 0.625166412966*LY1(-2) - 5.83350486262*LY2(-1) - 3.6114185306*LY2(-2) + 4.82801079476*LY3(-1) + 1.77399146192*LY3(-2) - 1.94248003184
LY2 = 2.92496706445*LY1(-1) - 1.00526993067*LY1(-2) - 3.39792981301*LY2(-1) - 1.98448902804*LY2(-2) + 4.5062515465*LY3(-1) + 0.650950430412*LY3(-2) - 1.4560187694
LY3 = 0.59186812894*LY1(-1) + 0.0903731905265*LY1(-2) - 0.218240493765*LY2(-1) - 0.395238495884*LY2(-2) + 0.722685738726*LY3(-1) + 0.429443618026*LY3(-2) - 0.800262099036
和课程中讲到的结果不一样怎么回事,希望老师指导