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雷达卡
Vector Autoregression Estimates
Date: 05/12/14 Time: 11:53
Sample (adjusted): 1992 2010
Included observations: 19 after adjustments
Standard errors in ( ) & t-statistics in [ ]
IG FE FD CI
IG(-1) 0.681625 0.073775 -0.000486 0.181244
(0.19983) (0.11130) (0.02946) (0.09585)
[ 3.41097] [ 0.66282] [-0.01649] [ 1.89086]
IG(-2) -0.375778 -0.297443 -0.029242 -0.123542
(0.20520) (0.11430) (0.03025) (0.09843)
[-1.83125] [-2.60240] [-0.96665] [-1.25515]
FE(-1) 0.698014 0.198035 -0.069361 -0.253360
(0.46149) (0.25705) (0.06803) (0.22136)
[ 1.51252] [ 0.77043] [-1.01953] [-1.14456]
FE(-2) -0.544554 0.400575 0.033905 0.024087
(0.36388) (0.20268) (0.05364) (0.17454)
[-1.49653] [ 1.97644] [ 0.63206] [ 0.13801]
FD(-1) -3.408881 0.466162 0.753817 1.700906
(2.05219) (1.14305) (0.30253) (0.98436)
[-1.66109] [ 0.40782] [ 2.49170] [ 1.72793]
FD(-2) 5.603524 -3.182768 -0.762618 0.030806
(2.53667) (1.41289) (0.37395) (1.21675)
[ 2.20901] [-2.25266] [-2.03935] [ 0.02532]
CI(-1) 0.344522 0.014086 0.099568 0.654292
(0.55022) (0.30647) (0.08111) (0.26392)
[ 0.62615] [ 0.04596] [ 1.22752] [ 2.47911]
CI(-2) 0.915958 0.588445 0.034528 -0.159640
(0.53740) (0.29933) (0.07922) (0.25777)
[ 1.70441] [ 1.96589] [ 0.43583] [-0.61930]
C 0.729255 0.727623 0.116363 0.148648
(0.37309) (0.20781) (0.05500) (0.17896)
[ 1.95461] [ 3.50141] [ 2.11565] [ 0.83062]
R-squared 0.978433 0.968193 0.868388 0.978279
Adj. R-squared 0.961180 0.942748 0.763098 0.960902
Sum sq. resids 0.017564 0.005449 0.000382 0.004041
S.E. equation 0.041909 0.023343 0.006178 0.020102
F-statistic 56.70953 38.04981 8.247592 56.29761
Log likelihood 39.41067 50.52970 75.78576 53.36943
Akaike AIC -3.201123 -4.371547 -7.030080 -4.670466
Schwarz SC -2.753758 -3.924181 -6.582715 -4.223101
Mean dependent 2.337804 0.756067 0.088103 0.503442
S.D. dependent 0.212705 0.097556 0.012693 0.101663
Determinant resid covariance (dof adj.) 6.82E-15
Determinant resid covariance 5.23E-16
Log likelihood 226.4279
Akaike information criterion -20.04505
Schwarz criterion -18.25558
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