LNX | LNY | REER | EPI |
1.000000 | 0.490838 | -0.022702 | -0.018742 |
(0.47368) | (0.00153) | (0.00498) |
Cointegrating Eq: | CointEq1 |
LNX(-1) | 1.000000 |
LNY(-1) | 0.357525 |
(0.45718) | |
[ 0.78202] | |
REER(-1) | -0.022320 |
(0.00146) | |
[-15.2769] | |
EPI(-1) | -0.019625 |
(0.00468) | |
[-4.19638] | |
C | -17.34969 |
也就是说是(1)LNX=-17.34969-0.490838LNY+0.022702REER+0.018742EPI还是(2)LNX(-1)=-0.357525LNY(-1)+0.022320REER(-1)+0.019625EPI(-1)+17.34969


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