Error Correction: | D(EX) |
CointEq1 | -0.143335 |
|
(0.04410)
|
| (-3.25004) |
| |
D(EX(-1)) | -0.532378 |
|
(0.09079)
|
| (-5.86366) |
| |
D(EX(-2)) | -0.280604 |
|
(0.08329)
|
| (-3.36907) |
| |
D(GDPA(-1)) | 6.842087 |
|
(5.11792)
|
|
(1.33689)
|
| |
D(GDPA(-2)) | 8.679584 |
|
(5.26238)
|
|
(1.64936)
|
| |
D(REER(-1)) | 0.417691 |
|
(0.35243)
|
|
(1.18518)
|
| |
D(REER(-2)) | -0.500276 |
|
(0.36676)
|
| (-1.36403) |
| |
D(DD(-1)) | 0.016717 |
|
(0.05439)
|
|
(0.30737)
|
| |
D(DD(-2)) | -0.023779 |
|
(0.05425)
|
| (-0.43829) |
| |
C | -0.022903 |
|
(0.01003)
|
| (-2.28353) |
是不是能得到下面的误差修正模型呢?用到的是蓝色的数字。红色部分的检验结果有什么意思吗?
各个变量的指标,通不通过检验啊,我不是很懂,论坛里也没有答案,请帮帮忙吧。。。多谢多谢啦!!
D(EX)=
-0.143335*ECM
-0.532378*D(EX(-1))
-0.280604*D(EX(-2))
+6.842087*D(GDPA(-1))
+8.679584*D(GDPA(-2))
+0.417691*D(REER(-1))
-0.500276*D(REER(-2))
+0.016717*D(DD(-1))
-0.023779*D(DD(-2))
-0.022903