请问大侠这个模型是否正确?[ ]内是对应的T值吗?谢谢哈
Error Correction: D(LNX) D(LNZ)
CointEq1 -0.002358 0.017287
(0.00048) (0.01378)
[-4.95932] [ 1.25430]
D(LNX(-1)) -0.008861 1.902872
(0.03351) (0.97159)
[-0.26440] [ 1.95851]
D(LNX(-2)) -0.065255 0.768944
(0.03358) (0.97349)
[-1.94343] [ 0.78989]
D(LNZ(-1)) 0.000348 0.046838
(0.00116) (0.03367)
[ 0.29975] [ 1.39104]
D(LNZ(-2)) 0.000654 -0.045552
(0.00116) (0.03359)
[ 0.56404] [-1.35596]
C -0.000168 0.000948
(3.0E-05) (0.00086)
[-5.67698] [ 1.10667]
R-squared 0.029085 0.010001
Adj. R-squared 0.023587 0.004395
Sum sq. resids 0.000641 0.538918
S.E. equation 0.000852 0.024705
F-statistic 5.290323 1.783975
Log likelihood 5024.840 2031.548
Akaike AIC -11.29098 -4.556913
Schwarz SC -11.25865 -4.524584
Mean dependent -0.000156 0.000533
S.D. dependent 0.000862 0.024759