发帖
雷达卡
time y m p
1997m1 10.3 24.8 5.9
1997m2 10.4 21.7 5.6
1997m3 13.5 21.1 4
1997m4 11.9 20.57 3.2
1997m5 11.9 19.08 2.8
1997m6 12.1 19.1 2.8
1997m7 8.4 18.1 2.7
1997m8 10.9 17.2 1.9
1997m9 11.1 17.1 1.8
1997m10 11.8 16.4 1.5
1997m11 11.6 16.13 1.1
1997m12 9.2 17.3 .4
1998m1 1.8 17.42 .3
1998m2 15.1 16.71 -.1
1998m3 9 15.38 .7
1998m4 7.2 14.6 -.3
1998m5 8 15.5 -1
1998m6 7.9 14.6 -1.3
1998m7 7.6 15.5 -1.4
1998m8 7.9 15 -1.4
1998m9 10.2 16 -1.5
1998m10 10.6 16.3 -1.1
1998m11 11 16.7 -1.2
1998m12 11.5 14.8 -1
1999m1 17.9 14.4 -1.2
1999m2 2.1 17.12 -1.3
1999m3 9 17.8 -1.8
1999m4 9.1 17.9 -2.2
1999m5 8.9 17.2 -2.2
1999m6 9.1 17.7 -2.1
1999m7 9.3 15.7 -1.4
1999m8 9.5 16 -1.3
1999m9 8.2 15.3 -.8
1999m10 7 14.5 -.6
1999m11 7.6 14 -.9
1999m12 7.4 14.7 -1
2000m1 8.9 14.9 -.2
2000m2 12 12.8 .7
2000m3 11.9 13 -.2
2000m4 11.4 13.7 -.3
2000m5 11.5 12.7 .1
2000m6 12.2 13.7 .5
2000m7 12.8 13.4 .5
2000m8 12.8 13.3 .3
2000m9 12 13.4 0
2000m10 11.4 12.3 0
2000m11 10.6 12.4 1.3
2000m12 10.4 12.3 1.5
2001m1 2.3 13.5 1.2
2001m2 19 12 0
2001m3 12.1 13.2 .8
2001m4 11.5 12.8 1.6
2001m5 10.2 12.1 1.7
2001m6 10.1 14.3 1.4
2001m7 8.1 13.5 1.5
2001m8 8.1 13.6 1
2001m9 9.5 13.6 -.1
2001m10 8.8 12.9 .2
2001m11 7.9 13.19 -.3
2001m12 8.7 12.4 -.3
用y对y(-1) y(-2) m(-1) m(-2) P(-1) p(-2)回归的残差r1
用m对y(-1) y(-2) m(-1) m(-2) P(-1) p(-2)回归的残差r2
用p对y(-1) y(-2) m(-1) m(-2) P(-1) p(-2)回归的残差r3
r1
.
.
-.0270614
-.4041387
-1.403211
-.8927751
-4.753638
-1.242236
.4106133
-.1524299
-.313887
-2.579943
-8.905202
6.230358
-.6864288
-5.976586
-.8190067
-.6356135
-1.597049
-1.229314
.849151
.7460512
-.3524393
.3430674
6.173422
-10.6434
-1.739253
1.267747
-1.151934
-1.297695
-1.091118
-1.702997
-2.234242
-3.652083
-1.973223
-1.299894
-.0291187
1.653703
.1073119
.8924692
.3692976
.5692325
1.039212
.8842241
.1807313
-.058985
-.7319919
-1.787302
-8.630035
10.67078
2.829597
-2.745924
-2.180265
-1.052177
-2.163387
-2.376134
.3948942
.066655
-2.397753
-.2234016
9.252049
-8.49875
-1.069423
4.531717
2.173418
.4892774
.6337367
.8514932
1.565696
1.680327
1.47257
1.400544
.9380889
5.135447
1.56066
-1.94678
-1.338652
3.037949
2.154088
1.20588
.1151971
1.067979
1.340792
.3949557
-9.744193
9.313334
6.129289
-.1805419
-.5650572
-1.242258
-.9176441
.5335426
1.320364
1.144086
1.134878
1.960333
7.75957
-6.975652
-.6061028
5.548156
3.547285
2.468514
1.639575
1.04687
2.37166
1.651601
1.301835
1.340739
-2.950945
5.591076
3.653499
.0652017
1.822974
3.57128
.041819
.0326604
.7452641
-.2810217
.62744
.113823
9.829501
-3.490625
.6100911
2.287319
2.535272
3.042353
.4336413
-.5869852
1.242497
1.256205
-.1766833
.2065585
-.7838901
-1.091626
.3596084
-.1371796
-.4214723
1.042211
-.6060009
-1.70309
-1.254381
-4.420897
-5.484788
-2.275419
-10.63758
4.273496
3.072634
-4.784105
-2.262674
-1.088418
-1.513948
-1.182817
-.765597
.6591234
2.630143
-.462814
9.392784
-7.825779
-2.946994
1.981883
-.9732621
-3.077969
-1.708685
-.4184418
-.8024822
-1.196286
-1.520147
-1.403626
-.5593671
.2775252
.5957363
-1.567726
-.8347318
1.332834
-.9810336
-1.110854
.3003029
-.1715361
-.259393
1.420827
r2
.
.
-.2071759
-.8032923
-1.496013
.070176
-.8207735
-.7543647
-.3673183
-.7024285
-.3896485
.9807367
-.1837966
-.7476907
-1.727472
-.5111108
.3474004
-1.40659
.5164062
-.8031706
.7246757
-.0163272
.337601
-2.138398
-.5571622
2.320175
.5887832
-.3734845
-1.07493
.2582623
-2.197217
.3285165
-.8983632
-.8164943
-.6447962
.3096606
-.1031811
-2.019046
.3213297
.1163198
-1.274309
.9133695
-.3490919
-.2894142
-.1757545
-1.425285
-.1458719
.2138673
1.115539
-1.69085
.3261074
-.212142
-.5279736
2.104825
-1.030107
.0443822
-.3411032
-1.350716
.1792534
-1.230459
.2986296
-.6199943
1.649673
-.9524705
-.6046619
.5070617
-.4243189
.8128121
.8669973
.3199509
-.5908697
.0871202
2.482432
-.9066834
.3042476
.9665127
1.10802
.618948
-.2313944
1.01826
-.5999147
.5223449
-.1639961
-.0726083
-1.134676
1.595619
-.749651
.6060868
-1.049037
-.8396733
-.3760729
-1.320599
.5258053
-.3550101
.354858
.0605101
-.6500397
-.5104563
1.071984
-.4594758
.0999402
1.018687
.5287704
1.135871
.4092428
-.0721085
.4635676
-.6432577
1.813292
-.1488901
-.4313747
.1747458
.4332297
-.514971
.0819758
-.6081986
-.9004013
.3694547
-.3056085
.3672369
-.5976914
1.632225
-.0935682
.1643954
-.3265668
.6191926
2.011214
.4268007
1.124553
.3095135
.5907316
-1.159625
2.466154
-.7493274
-.0244748
.9664938
1.740717
-.5049378
-.795858
-.277942
-.9761122
-.1856111
-.2910883
2.446915
.4961129
1.708599
3.806056
.6940335
-.2147062
2.866917
-.0032426
.2491077
1.219787
.5291702
.7345392
-1.266063
-.7457769
-.3287626
-1.969551
-.8654647
-.0340832
-2.142261
-.6873024
1.926698
.0503198
.6235335
.797807
.8355553
-2.371871
-1.093828
1.144194
-.8702784
.0205675
1.059579
-.5201108
-.8461564
-.3255441
.0274025
-.2584191
.485801
r3
.
.
-.8441837
-.3112579
.0721196
.3594468
.065507
-.1908648
.2614242
-.109804
-.2198762
-.5144292
.2561638
.5434883
.3172386
-.7265199
-.0905001
-.0304092
.1796368
.1559175
.0707434
.2835904
-.2455725
.1270778
-.2428098
-.7720884
.3619472
-.4543598
.0829791
.1556769
.6510121
.0870649
.4952936
.330615
.0086775
.1949496
1.010906
.8385074
-1.061135
.0474216
.3745512
.35956
-.1834603
-.2632139
-.3286798
.0395771
1.374485
.0768454
-.1414534
-.2172371
.1764235
.7327699
.0712487
-.0278416
.262827
-.0636843
-.6624398
.6550028
-.3035339
.3611362
-.4986985
.2670725
.011308
-.6167134
.1470589
.0410738
-.3337346
.0536559
-.2553407
-.4155619
-.1859424
.0041047
.4169181
-.7389964
.0753105
-.3529552
-.4892662
-.4691831
-.2080194
.0294682
-.3068905
.4430086
.7098104
-.3096383
-.2554733
-.1811826
-.0260332
.3439625
.1487008
.4823463
.3052413
.1102038
.0659474
-.8375769
-1.234321
-.0923981
-.462625
1.422419
-.7267182
-.8758088
-.0179758
-.4871253
-.0923057
-.7706311
-.5775239
.0400192
-.2186275
-.0369394
.0188512
-.9986226
-.6104782
.0681389
-.1630549
-.3632704
-1.012552
.1708964
-.0351777
-.3301648
.4086846
.6854315
-.8344637
-.3923464
.8127506
-.734993
.2742014
.6792796
.6710322
.5327951
-.4135453
.2484765
.3859367
-.3709618
.8550444
1.657627
-.298433
.4789351
-.4734137
-.213502
-.4016922
-.8723508
.3762797
-.0908398
-.8086538
-.1072627
.4311424
-1.211862
.4935198
-.492736
.3970605
-.2784339
-.3297751
.5337594
.0572743
-.1227635
.5808449
.4173573
-.9510561
-.1217796
-.0273898
.1918236
-.0251204
-.2990372
.7029481
.2748944
.0476246
.9499846
.7252569
-.4131989
.6091167
.3197096
.669768
-.0874481
.6022022
1.162969
.0394518
.0892141
.3831504
-.2533439
-.8352291
.4916182
因为做的是两阶滞后的回归，所以第一期第二期的r1 r2 r3是空值，stata中给出的是点。
我想要做r1 r2 r3的方差协方差矩阵，先将r1 r2 r3生成一个矩阵x
然后矩阵y=x'*x（x'是x的转置）
这样得到的y都是点
. matrix list y
symmetric y[3,3]
r1 r2 r3
r1 .
r2 . .
r3 . . .
这个怎么办呢？
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