已经做了协整分析,结果还行,按一本实验教材的步骤,做了误差修正模型,结果不太理想,请教高人,问题出在哪里?第一次做实证,菜鸟一个呀,请多指教,不胜感激!
Dependent Variable: DLGDP
Method: Least Squares
Date: 11/29/10 Time: 11:17
Sample (adjusted): 2000 2009
Included observations: 10 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
DLDEBT 0.117453 0.118889 0.987926 0.3686
DLDEBT(-1) 0.031422 0.126847 0.247717 0.8142
DLHIR 0.269783 0.673582 0.400520 0.7053
DLHIR(-1) -0.910931 1.643689 -0.554199 0.6033
U7(-1) -0.338589 0.396634 -0.853657 0.4323
R-squared -5.108222 Mean dependent var 0.133422
Adjusted R-squared -9.994800 S.D. dependent var 0.040368
S.E. of regression 0.133854 Akaike info criterion -0.877285
Sum squared resid 0.089584 Schwarz criterion -0.725992
Log likelihood 9.386423 Durbin-Watson stat 0.255602