ECM 模型 修正系数为负但T值不显著，剔除变量也没用（100论坛币求助）

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100论坛币求助
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关键词：100论坛币 剔除变量 0论坛币 ecm 论坛币 模型

The results show that both t-statistics and R square are not good, meaning the relationship is not strong that suggests either that important variables are absent or the data is not good for your purpose, or the approach is problematic.
I see your sample runs from 1997 to 2013, that is 16 years, but your sample size is only 195, so it seems the data is monthly.
If that is true, then such an approach is problematic. Exchange rate is changing almost instantly and using monthly data would not be necessarily appropriate. How have other people approached this problem?

The results show that both t-statistics and R square are not good, meaning the relationship is not strong that suggests either that important variables are absent or the data is not good for
your purpose, or the approach is problematic.
I see your sample runs from 1997 to 2013, that is 16 years, but your sample size is only 195, so it seems the data is monthly.
If that is true, then such an approach is problematic. Exchange rate is changing almost instantly and using monthly data would not be necessarily appropriate. How have other people approached this problem?