这是我滞后一期的误差修正模型。。。对于结果,怎么分析?得出的模型是什么?
. vec HSPI CPI,rank(1)lag(1)
Vector error-correction model
Sample: 2 - 34 No. of obs = 33
AIC = 4.993011
Log likelihood = -77.38468 HQIC = 5.069303
Det(Sigma_ml) = .3731504 SBIC = 5.219754
Equation Parms RMSE R-sq chi2 P>chi2
----------------------------------------------------------------
D_HSPI 2 .955909 0.4334 23.70787 0.0000
D_CPI 2 .766365 0.2511 10.39175 0.0055
----------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
D_HSPI |
_ce1 |
L1. | .1219683 .0251783 4.84 0.000 .0726198 .1713169
|
_cons | .0160149 .1676235 0.10 0.924 -.3125212 .3445509
-------------+----------------------------------------------------------------
D_CPI |
_ce1 |
L1. | .0638828 .0201858 3.16 0.002 .0243195 .1034462
|
_cons | -.0305764 .1343859 -0.23 0.820 -.293968 .2328152
------------------------------------------------------------------------------
Cointegrating equations
Equation Parms chi2 P>chi2
-------------------------------------------
_ce1 1 43.94021 0.0000
-------------------------------------------
Identification: beta is exactly identified
Johansen normalization restriction imposed
------------------------------------------------------------------------------
beta | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_ce1 |
HSPI | 1 . . . . .
CPI | -2.725005 .4110893 -6.63 0.000 -3.530725 -1.919284
_cons | 173.2162 . . . . .
------------------------------------------------------------------------------