最近刚开始学eviews,还处于云里雾里,这是我做的误差修正模型的结果,但是不知道怎么写方程,请教大家,这个结果怎么看呢
Vector Error Correction Estimates
Date: 10/03/08 Time: 13:16 Sample (adjusted): 2006M04 2008M08 Included observations: 29 after adjustments Standard errors in ( ) & t-statistics in [ ] Cointegrating Eq: CointEq1 LNM2(-1) 1.000000 LNRR(-1) -0.396008 (0.01112) [-35.6269] C -11.87182 Error Correction: D(LNM2) D(LNRR) CointEq1 -0.159205 1.319613 (0.12900) (0.43299) [-1.23412] [ 3.04770] D(LNM2(-1)) -0.017215 -0.984937 (0.20196) (0.67787) [-0.08524] [-1.45298] D(LNM2(-2)) 0.016408 -0.294367 (0.20095) (0.67446) [ 0.08166] [-0.43645] D(LNRR(-1)) 0.111138 0.138570 (0.05207) (0.17477) [ 2.13434] [ 0.79286] D(LNRR(-2)) -0.031972 -0.189830 (0.05395) (0.18106) [-0.59268] [-1.04843] C 0.010408 0.047542 (0.00471) (0.01580) [ 2.21146] [ 3.00971] R-squared 0.292784 0.360067 Adj. R-squared 0.139041 0.220951 Sum sq. resids 0.001001 0.011273 S.E. equation 0.006596 0.022138 F-statistic 1.904376 2.588249 Log likelihood 107.8299 72.71471 Akaike AIC -7.022753 -4.601014 Schwarz SC -6.739865 -4.318126 Mean dependent 0.012708 0.029217 S.D. dependent 0.007109 0.025082 Determinant resid covariance (dof adj.) 2.07E-08 Determinant resid covariance 1.30E-08 Log likelihood 180.9844 Akaike information criterion -11.51617 Schwarz criterion -10.85610