求助各位大侠,下列结果能得出误差修正模型吗?
Date: 04/08/11 Time: 23:43
Sample(adjusted): 1989 2007
Included observations: 19 after adjusting
endpoints
Standard errors & t-statistics in parentheses
Cointegrating Eq: CointEq1
PGDP(-1) 1.000000
PSQL(-1) -1.505897
(0.39833)
(-3.78054)
C 4.565579
Error Correction: D(PGDP) D(PSQL)
CointEq1 -0.041532 0.357840
(0.01394) (0.12869)
(-2.97986) (2.78068)
D(PGDP(-1)) 0.121911 -0.227805
(0.23446) (2.16480)
(0.51997) (-0.10523)
D(PGDP(-2)) -0.360026 2.679495
(0.21439) (1.97948)
(-1.67933) (1.35363)
D(PSQL(-1)) -0.012939 0.242525
(0.02522) (0.23289)
(-0.51301) (1.04138)
D(PSQL(-2)) -0.042386 -0.182519
(0.02107) (0.19457)
(-2.01138) (-0.93806)
C 0.117898 -0.077661
(0.02800) (0.25853)
(4.21061) (-0.30039)
R-squared 0.634961 0.485772
Adj. R-squared 0.494562 0.287993
Sum sq. resids 0.006565 0.559728
S.E. equation 0.022473 0.207499
F-statistic 4.522529 2.456127
Log likelihood 48.75866 6.525237
Akaike AIC -4.500912 -0.055288
Schwarz SC -4.202668 0.242956
Mean dependent 0.089156 0.127731
S.D. dependent 0.031610 0.245909
Determinant Residual Covariance 1.02E-05
Log Likelihood 55.29142
Akaike Information Criteria -4.346465
Schwarz Criteria -3.650563