Cointegrating Eq: CointEq1
X1(-1) 1.000000
X2(-1) -2.931332
(0.12745)
[-23.0007]
C 41.55478
Error Correction: D(X1) D(X2)
CointEq1 -0.686817 -0.036182
(0.21598) (0.01736)
[-3.18005] [-2.08451]
D(X1(-1)) 0.452080 0.001111
(0.21199) (0.01704)
[ 2.13255] [ 0.06518]
D(X1(-2)) 0.197988 0.032655
(0.21691) (0.01743)
[ 0.91276] [ 1.87322]
D(X2(-1)) 0.491275 0.689473
(2.85089) (0.22912)
[ 0.17232] [ 3.00920]
D(X2(-2)) -1.757564 -0.474134
(2.78443) (0.22378)
[-0.63121] [-2.11874]
C 0.369954 0.112838
(0.41833) (0.03362)
[ 0.88435] [ 3.35618]
R-squared 0.510580 0.598059 Adj. R-squared 0.366634 0.479841 Sum sq. resids 5.796186 0.037438 S.E. equation 0.583911 0.046928 F-statistic 3.547005 5.058947 Log likelihood -16.78520 41.20084 Akaike AIC 1.981322 -3.060943 Schwarz
SC 2.277538 -2.764727 Mean dependent 0.502899 0.168324 S.D. dependent 0.733701 0.065068
Determinant resid covariance (dof adj.) 0.000732 Determinant resid covariance 0.000400 Log likelihood 24.70352 Akaike information criterion -0.930741 Schwarz criterion -0.239570
[此贴子已经被angelboy于2008-4-24 15:03:51编辑过]