| Error Correction: | D(KSA) | D(KWT) | D(UAE) | D(QAT) | D(BHN) | D(OMN) | D(US) | D(UK) | D(JAP) |
| CointEq1 | -0.00809 | 0.004675 | 0.001885 | -0.00453 | 0.002165 | 0.007548 | -0.00436 | -0.00765 | -0.00509 |
-0.00293 | -0.00142 | -0.00215 | -0.00276 | -0.00118 | -0.00224 | -0.00307 | -0.00277 | -0.00277 | |
| t-statistics | [-2.76041] | [ 3.29641] | [ 0.87808] | [-1.64180] | [ 1.83408] | [ 3.37389] | [-1.42089] | [-2.76179] | [-1.83908] |
结果中,Error Correction Term 中,黄色高亮的为“-” coefficient, 非高亮的为 “+” coefficient,
1) 请问,这些“+” coefficient 的Error term 该怎么解释?
2) 出现 “+” coefficient 的Error term 是否正常?
谢谢



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