Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I): 【1】请问这里的表格中的数字是什么意思?可能的协整系数吗? | ||||
LNFDI | LNV | LNW | 92 | |
13.00883 | 0.361943 | -31.40678 | 3.300814 | |
4.930604 | -4.444766 | 16.83484 | -2.482397 | |
-4.756863 | 0.701603 | 20.91517 | -2.649211 | |
Unrestricted Adjustment Coefficients (alpha): 【2】这里是差分的系数吗?代表着什么/ | ||||
D(LNFDI) | -0.086388 | -0.017152 | -0.005131 | |
D(LNV) | -0.164017 | 0.324957 | -0.194957 | |
D(LNW) | -0.007704 | -0.014771 | -0.017967 | |
1 Cointegrating Equation(s): | Log likelihood | 56.13713 | ||
Normalized cointegrating coefficients (standard error in parentheses)【3】这里是协整表达式吗? | ||||
LNFDI | LNV | LNW | 92 | |
1.000000 | 0.027823 | -2.414266 | 0.253736 | |
(0.04581) | (0.21640) | (0.02786) | ||
Adjustment coefficients (standard error in parentheses)【4】这里是什么意思? | ||||
D(LNFDI) | -1.123811 | |||
(0.13121) | ||||
D(LNV) | -2.133669 | |||
(1.89916) | ||||
D(LNW) | -0.100225 | |||
(0.12478) |