关于本站
人大经济论坛-经管之家:分享大学、考研、论文、会计、留学、数据、经济学、金融学、管理学、统计学、博弈论、统计年鉴、行业分析包括等相关资源。
经管之家是国内活跃的在线教育咨询平台!
经管之家新媒体交易平台
提供"微信号、微博、抖音、快手、头条、小红书、百家号、企鹅号、UC号、一点资讯"等虚拟账号交易,真正实现买卖双方的共赢。【请点击这里访问】
论文
- 毕业论文 | 写毕业论文
- 毕业论文 | 为毕业论文找思路
- 毕业论文 | 可以有时间好好写 ...
- 毕业论文 | 毕业论文如何选较 ...
- 毕业论文 | 毕业论文选题通过 ...
- 毕业论文 | 还有三人的毕业论 ...
- 毕业论文 | 毕业论文答辩过程 ...
- 毕业论文 | 本科毕业论文,wi ...
考研考博
- 考博 | 南大考博经济类资 ...
- 考博 | 考博英语10000词汇 ...
- 考博 | 如果复旦、南大这 ...
- 考博 | 有谁知道春招秋季 ...
- 考博 | 工作与考博?到底 ...
- 考博 | 考博应该如何选择 ...
- 考博 | 考博失败了
- 考博 | 考博考研英语作文 ...
留学
- 日本留学 | 在日本留学心得
- 日本留学 | 日本留学生活必需 ...
- 日本留学 | 【留学日本】2015 ...
- 日本留学 | 日本海外留学8年来 ...
- 日本留学 | 日本留学费用_日本 ...
- 日本留学 | 求在日本留学的师 ...
- 日本留学 | 日本留学的有没有 ...
- 日本留学 | 日本留学
TOP热门关键词
坛友互助群 |
扫码加入各岗位、行业、专业交流群 |
Date: 10/28/09 |
|
| ||||||
Sample (adjusted): 1999M04 2009M06 |
|
| ||||||
Included observations: 123 after adjustments |
| |||||||
Trend assumption: Linear deterministic trend |
| |||||||
Series: X WY Q V |
|
|
| |||||
Lags interval (in first differences): 1 to 2 |
| |||||||
|
|
|
|
| ||||
Unrestricted Cointegration Rank Test (Trace) |
| |||||||
|
|
|
|
| ||||
|
|
|
|
| ||||
Hypothesized |
| Trace | 0.05 |
| ||||
No. of CE(s) | Eigenvalue | Statistic | Critical Value | Prob.** | ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
None * | 0.244387 | 60.64917 | 47.85613 | 0.0020 | ||||
At most 1 | 0.117324 | 26.18138 | 29.79707 | 0.1234 | ||||
At most 2 | 0.069272 | 10.83128 | 15.49471 | 0.2221 | ||||
At most 3 | 0.016139 | 2.001349 | 3.841466 | 0.1572 | ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
Trace test indicates 1 cointegrating eqn(s) at the 0.05 level | ||||||||
* denotes rejection of the hypothesis at the 0.05 level | ||||||||
**MacKinnon-Haug-Michelis (1999) p-values |
| |||||||
|
|
|
|
| ||||
Unrestricted Cointegration Rank Test (Maximum Eigenvalue) | ||||||||
|
|
|
|
| ||||
|
|
|
|
| ||||
Hypothesized |
| Max-Eigen | 0.05 |
| ||||
No. of CE(s) | Eigenvalue | Statistic | Critical Value | Prob.** | ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
None * | 0.244387 | 34.46779 | 27.58434 | 0.0056 | ||||
At most 1 | 0.117324 | 15.35011 | 21.13162 | 0.2651 | ||||
At most 2 | 0.069272 | 8.829926 | 14.26460 | 0.3006 | ||||
At most 3 | 0.016139 | 2.001349 | 3.841466 | 0.1572 | ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
Max-eigenvalue test indicates 1 cointegrating eqn(s) at the 0.05 level | ||||||||
* denotes rejection of the hypothesis at the 0.05 level | ||||||||
**MacKinnon-Haug-Michelis (1999) p-values |
| |||||||
|
|
|
|
| ||||
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I): | ||||||||
|
|
|
|
| ||||
|
|
|
|
| ||||
X | WY | Q | V |
| ||||
-3.969173 | 31.86982 | 13.56827 | 306.1850 |
| ||||
2.223562 | -25.52754 | 3.892741 | -10.41026 |
| ||||
2.635019 | -8.959005 | 12.67103 | -187.5967 |
| ||||
-3.119866 | 15.25361 | 8.400732 | -4.975683 |
| ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
Unrestricted Adjustment Coefficients (alpha): |
| |||||||
|
|
|
|
| ||||
|
|
|
|
| ||||
D(X) | 0.001996 | 0.004043 | -0.016246 | 0.010012 | ||||
D(WY) | -0.007276 | 0.000132 | -0.003273 | 0.000579 | ||||
D(Q) | 0.003247 | -0.004878 | -0.000230 | 4.09E-05 | ||||
D(V) | -0.000266 | -0.000306 | 0.000424 | 0.000172 | ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
1 Cointegrating Equation(s): | Log likelihood | 1370.169 |
| |||||
|
|
|
|
| ||||
|
|
|
|
| ||||
Normalized cointegrating coefficients (standard error in parentheses) | ||||||||
X | WY | Q | V |
| ||||
1.000000 | -8.029335 | -3.418413 | -77.14076 |
| ||||
| (0.65619) | (0.82480) | (9.33498) |
| ||||
|
|
|
|
| ||||
Adjustment coefficients (standard error in parentheses) |
| |||||||
D(X) | -0.007921 |
|
|
| ||||
| (0.03766) |
|
|
| ||||
D(WY) | 0.028880 |
|
|
| ||||
| (0.00688) |
|
|
| ||||
D(Q) | -0.012887 |
|
|
| ||||
| (0.00574) |
|
|
| ||||
D(V) | 0.001056 |
|
|
| ||||
| (0.00087) |
|
|
| ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
2 Cointegrating Equation(s): | Log likelihood | 1377.844 |
| |||||
|
|
|
|
| ||||
|
|
|
|
| ||||
Normalized cointegrating coefficients (standard error in parentheses) | ||||||||
X | WY | Q | V |
| ||||
1.000000 | 0.000000 | -15.44471 | -245.7223 |
| ||||
|
| (5.75747) | (67.9715) |
| ||||
0.000000 | 1.000000 | -1.497795 | -20.99571 |
| ||||
|
| (0.67776) | (8.00151) |
| ||||
|
|
|
|
| ||||
Adjustment coefficients (standard error in parentheses) |
| |||||||
D(X) | 0.001068 | -0.039599 |
|
| ||||
| (0.04313) | (0.38711) |
|
| ||||
D(WY) | 0.029174 | -0.235265 |
|
| ||||
| (0.00788) | (0.07074) |
|
| ||||
D(Q) | -0.023733 | 0.227994 |
|
| ||||
| (0.00624) | (0.05599) |
|
| ||||
D(V) | 0.000376 | -0.000676 |
|
| ||||
| (0.00099) | (0.00889) |
|
| ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
3 Cointegrating Equation(s): | Log likelihood | 1382.259 |
| |||||
|
|
|
|
| ||||
|
|
|
|
| ||||
Normalized cointegrating coefficients (standard error in parentheses) | ||||||||
X | WY | Q | V |
| ||||
1.000000 | 0.000000 | 0.000000 | -140.6481 |
| ||||
|
|
| (39.8885) |
| ||||
0.000000 | 1.000000 | 0.000000 | -10.80584 |
| ||||
|
|
| (5.03778) |
| ||||
0.000000 | 0.000000 | 1.000000 | 6.803247 |
| ||||
|
|
| (3.33191) |
| ||||
|
|
|
|
| ||||
Adjustment coefficients (standard error in parentheses) |
| |||||||
D(X) | -0.041742 | 0.105953 | -0.163044 |
| ||||
| (0.04919) | (0.39114) | (0.17748) |
| ||||
D(WY) | 0.020551 | -0.205946 | -0.139677 |
| ||||
| (0.00896) | (0.07127) | (0.03234) |
| ||||
D(Q) | -0.024340 | 0.230056 | 0.022146 |
| ||||
| (0.00721) | (0.05732) | (0.02601) |
| ||||
D(V) | 0.001493 | -0.004472 | 0.000570 |
| ||||
| (0.00113) | (0.00895) | (0.00406) |
| ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
|
|
|
|
| ||||
免流量费下载资料----在经管之家app可以下载论坛上的所有资源,并且不额外收取下载高峰期的论坛币。
涵盖所有经管领域的优秀内容----覆盖经济、管理、金融投资、计量统计、数据分析、国贸、财会等专业的学习宝库,各类资料应有尽有。
来自五湖四海的经管达人----已经有上千万的经管人来到这里,你可以找到任何学科方向、有共同话题的朋友。
经管之家(原人大经济论坛),跨越高校的围墙,带你走进经管知识的新世界。
扫描下方二维码下载并注册APP
您可能感兴趣的文章
本站推荐的文章
- 哲学名言 | 【独家发布】经典哲学名言
- 哲学书籍 | 求推荐一本讲人生目标的哲学书籍 ...
- 哲学书籍 | 20部必读的哲学书籍
- 哲学书籍 | 经济人,开拓你逻辑思维的哲学书 ...
- 哲学书籍 | 哲学书籍
- 哲学书籍 | 哲学书籍
- 哲学书籍 | 哲学书籍
- 哲学书籍 | 经典的哲学书籍
人气文章
2.转载的文章仅代表原创作者观点,与本站无关。其原创性以及文中陈述文字和内容未经本站证实,本站对该文以及其中全部或者部分内容、文字的真实性、完整性、及时性,不作出任何保证或承若;
3.如本站转载稿涉及版权等问题,请作者及时联系本站,我们会及时处理。