比如LGA50 LGIF300 LGIFL0
如果排列成Variance Decomposition of LGIF300: LGIFL0 和LGA50
结果差异方差贡献率特别大,怎么办?
Variance Decomposition of LGA50:
Period S.E. LGA50 LGIF300 LGIFL0
1 0.014200 100.0000 0.000000 0.000000
2 0.019769 99.89702 0.074921 0.028060
3 0.023924 99.88537 0.093034 0.021601
4 0.027396 99.87135 0.109599 0.019055
5 0.030393 99.85240 0.123594 0.024009
6 0.033052 99.83195 0.137357 0.030690
7 0.035444 99.80975 0.150983 0.039265
8 0.037623 99.78699 0.164840 0.048173
9 0.039624 99.76389 0.178995 0.057120
10 0.041472 99.74077 0.193527 0.065701
Variance Decomposition of LGIF300:
Period S.E. LGA50 LGIF300 LGIFL0
1 0.014962 86.74606 13.25394 0.000000
2 0.021156 88.96954 10.93502 0.095436
3 0.025746 89.65320 10.28213 0.064670
4 0.029608 90.12091 9.829915 0.049175
5 0.032963 90.45256 9.506199 0.041245
6 0.035960 90.72527 9.237168 0.037566
7 0.038678 90.95685 9.005779 0.037370
8 0.041171 91.16272 8.798352 0.038925
9 0.043478 91.34952 8.608830 0.041646
10 0.045626 91.52217 8.432893 0.044935
Variance Decomposition of LGIFL0:
Period S.E. LGA50 LGIF300 LGIFL0
1 0.015284 82.21754 10.24308 7.539380
2 0.021128 85.73285 9.302472 4.964678
3 0.025709 87.30683 8.823986 3.869182
4 0.029539 88.37827 8.537635 3.084096
5 0.032909 89.16206 8.291784 2.546157
6 0.035932 89.76430 8.081846 2.153852
7 0.038687 90.24677 7.890810 1.862424
8 0.041224 90.64426 7.715081 1.640656
9 0.043576 90.98065 7.550871 1.468482
10 0.045770 91.27137 7.396333 1.332301
Cholesky Ordering: LGA50 LGIF300 LGIFL0
如果略微改变下次序
Variance Decomposition of LGIF300:
Period S.E. LGA50 LGIF300 LGIFL0
1 0.014200 86.74606 13.25394 0.000000
2 0.019769 88.96954 10.93502 0.095436
3 0.023924 89.65320 10.28213 0.064670
4 0.027396 90.12091 9.829915 0.049175
5 0.030393 90.45256 9.506199 0.041245
6 0.033052 90.72527 9.237168 0.037566
7 0.035444 90.95685 9.005779 0.037370
8 0.037623 91.16272 8.798352 0.038925
9 0.039624 91.34952 8.608830 0.041646
10 0.041472 91.52217 8.432893 0.044935
Variance Decomposition of LGIFL0:
Period S.E. LGA50 LGIF300 LGIFL0
1 0.014962 82.21754 10.24308 7.539380
2 0.021156 85.73285 9.302472 4.964678
3 0.025746 87.30683 8.823986 3.869182
4 0.029608 88.37827 8.537635 3.084096
5 0.032963 89.16206 8.291784 2.546157
6 0.035960 89.76430 8.081846 2.153852
7 0.038678 90.24677 7.890810 1.862424
8 0.041171 90.64426 7.715081 1.640656
9 0.043478 90.98065 7.550871 1.468482
10 0.045626 91.27137 7.396333 1.332301
Variance Decomposition of LGA50:
Period S.E. LGA50 LGIF300 LGIFL0
1 0.015284 100.0000 0.000000 0.000000
2 0.021128 99.89702 0.074921 0.028060
3 0.025709 99.88537 0.093034 0.021601
4 0.029539 99.87135 0.109599 0.019055
5 0.032909 99.85240 0.123594 0.024009
6 0.035932 99.83195 0.137357 0.030690
7 0.038687 99.80975 0.150983 0.039265
8 0.041224 99.78699 0.164840 0.048173
9 0.043576 99.76389 0.178995 0.057120
10 0.045770 99.74077 0.193527 0.065701
Cholesky Ordering: LGA50 LGIF300 LGIFL0