用stata做误差修正模型,两个变量:lnrca和r,不知道最终误差修正模型怎么写出来,请帮忙
Vector error-correction model
Sample: 1986 - 2009 No. of obs = 24
AIC = -2.593514
Log likelihood = 40.12217 HQIC = -2.476313
Det(Sigma_ml) = .0001211 SBIC = -2.151744
Equation Parms RMSE R-sq chi2 P>chi2
----------------------------------------------------------------
D_lnrca 4 .20787 0.1324 3.051197 0.5493
D_r 4 .078039 0.6658 39.83698 0.0000
----------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
D_lnrca
_ce1 |
L1. | .0165498 .082816 0.20 0.842 -.1457666 .1788663
|
lnrca |
LD. | .0838301 .2257533 0.37 0.710 -.3586382 .5262984
|
r |
LD. | -.3995833 .4113437 -0.97 0.331 -1.205802 .4066356
|
_cons | -.0494079 .0449021 -1.10 0.271 -.1374144 .0385986
-------------+----------------------------------------------------------------
D_r |
_ce1 |
L1. | .0800465 .0310908 2.57 0.010 .0191096 .1409833
|
lnrca |
LD. | .0556535 .0847523 0.66 0.511 -.1104578 .2217649
|
r |
LD. | .516105 .1544266 3.34 0.001 .2134345 .8187756
|
_cons | .0102152 .0168571 0.61 0.545 -.0228242 .0432546
------------------------------------------------------------------------------
Cointegrating equations
Equation Parms chi2 P>chi2
-------------------------------------------
_ce1 1 5.964316 0.0146
-------------------------------------------
Identification: beta is exactly identified
Johansen normalization restriction imposed
------------------------------------------------------------------------------
beta | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_ce1 |
lnrca | 1 . . . . .
r | -1.471859 .6026789 -2.44 0.015 -2.653088 -.2906304
_cons | 3.559555 . . . . .
------------------------------------------------------------------------------
顺便帮忙诊断下,我不太清楚该怎么看,谢谢