小人才疏学浅,看了好多书,以及帖子,还是不知道怎么把得到的结果写成方程形式,请大大们赐教
如果有可能,告诉我方法,与方程,小弟不胜感激,
实在是小人愚笨,找了好多书与帖子还是不知道,并不是不偷懒
VEC模型结果
Vector Error Correction Estimates
Date: 10/18/11 Time: 12:35
Sample (adjusted): 1995Q3 2011Q1
Included observations: 63 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq: CointEq1
REER(-1) 1.000000
OPEN(-1) 0.250467
(0.02479)
[ 10.1016]
GEGDP(-1) -0.224713
(0.02401)
[-9.35857]
CAGDP(-1) -0.015303
(0.00618)
[-2.47496]
R(-1) 0.178652
(0.02172)
[ 8.22606]
TOT(-1) 0.312871
(0.05973)
[ 5.23844]
C -7.223610