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- 威望
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- 870 个
- 通用积分
- 3583.8254
- 学术水平
- 854 点
- 热心指数
- 991 点
- 信用等级
- 637 点
- 经验
- 116346 点
- 帖子
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- 在线时间
- 7730 小时
- 注册时间
- 2009-9-3
- 最后登录
- 2024-5-7
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- > vcov(lm2)
- (Intercept) arab.l[, 2:8]Arabica.lag-1
- (Intercept) 19.5748580946 1.815201e-02
- arab.l[, 2:8]Arabica.lag-1 0.0181520084 3.713056e-03
- arab.l[, 2:8]Arabica.lag-2 -0.0156665475 -4.506019e-03
- arab.l[, 2:8]Arabica.lag-3 0.0013505734 9.849620e-04
- arab.l[, 2:8]Arabica.lag-4 0.0003868079 -9.099862e-05
- arab.l[, 2:8]Arabica.lag-5 0.0035104653 2.090135e-05
- arab.l[, 2:8]Arabica.lag-6 -0.0042234735 -2.314729e-04
- arab.l[, 2:8]Arabica.lag-7 -0.0051147654 2.821734e-04
- robu.l[, 2:8]Robusta.lag-1 -0.0481667612 -4.153139e-03
- robu.l[, 2:8]Robusta.lag-2 0.0275693685 5.452330e-03
- robu.l[, 2:8]Robusta.lag-3 -0.0078572398 -1.997996e-03
- robu.l[, 2:8]Robusta.lag-4 -0.0058464032 2.594802e-04
- robu.l[, 2:8]Robusta.lag-5 -0.0021254251 4.325110e-04
- robu.l[, 2:8]Robusta.lag-6 0.0174339934 6.108248e-04
- robu.l[, 2:8]Robusta.lag-7 -0.0292793644 -8.334505e-04
- index(arab) -0.0398738302 -1.050853e-04
- arab.l[, 2:8]Arabica.lag-2
- (Intercept) -1.566655e-02
- arab.l[, 2:8]Arabica.lag-1 -4.506019e-03
- arab.l[, 2:8]Arabica.lag-2 9.112665e-03
- arab.l[, 2:8]Arabica.lag-3 -5.700914e-03
- arab.l[, 2:8]Arabica.lag-4 1.261055e-03
- arab.l[, 2:8]Arabica.lag-5 -6.507249e-05
- arab.l[, 2:8]Arabica.lag-6 -1.340295e-05
- arab.l[, 2:8]Arabica.lag-7 -1.168445e-04
- robu.l[, 2:8]Robusta.lag-1 5.151479e-03
- robu.l[, 2:8]Robusta.lag-2 -1.082615e-02
- robu.l[, 2:8]Robusta.lag-3 7.907287e-03
- robu.l[, 2:8]Robusta.lag-4 -2.496323e-03
- robu.l[, 2:8]Robusta.lag-5 -3.202493e-04
- robu.l[, 2:8]Robusta.lag-6 2.512433e-04
- robu.l[, 2:8]Robusta.lag-7 4.074080e-04
- index(arab) 4.320115e-05
- arab.l[, 2:8]Arabica.lag-3
- (Intercept) 1.350573e-03
- arab.l[, 2:8]Arabica.lag-1 9.849620e-04
- arab.l[, 2:8]Arabica.lag-2 -5.700914e-03
- arab.l[, 2:8]Arabica.lag-3 9.474094e-03
- arab.l[, 2:8]Arabica.lag-4 -5.923738e-03
- arab.l[, 2:8]Arabica.lag-5 1.271174e-03
- arab.l[, 2:8]Arabica.lag-6 2.741945e-05
- arab.l[, 2:8]Arabica.lag-7 -1.231262e-04
- robu.l[, 2:8]Robusta.lag-1 -1.600254e-03
- robu.l[, 2:8]Robusta.lag-2 7.264122e-03
- robu.l[, 2:8]Robusta.lag-3 -1.167490e-02
- robu.l[, 2:8]Robusta.lag-4 8.218547e-03
- robu.l[, 2:8]Robusta.lag-5 -2.403915e-03
- robu.l[, 2:8]Robusta.lag-6 -4.343963e-04
- robu.l[, 2:8]Robusta.lag-7 6.154511e-04
- index(arab) -5.174952e-06
- arab.l[, 2:8]Arabica.lag-4
- (Intercept) 3.868079e-04
- arab.l[, 2:8]Arabica.lag-1 -9.099862e-05
- arab.l[, 2:8]Arabica.lag-2 1.261055e-03
- arab.l[, 2:8]Arabica.lag-3 -5.923738e-03
- arab.l[, 2:8]Arabica.lag-4 9.525807e-03
- arab.l[, 2:8]Arabica.lag-5 -6.001868e-03
- arab.l[, 2:8]Arabica.lag-6 1.460259e-03
- arab.l[, 2:8]Arabica.lag-7 -2.089740e-04
- robu.l[, 2:8]Robusta.lag-1 6.868756e-04
- robu.l[, 2:8]Robusta.lag-2 -2.704803e-03
- robu.l[, 2:8]Robusta.lag-3 7.797930e-03
- robu.l[, 2:8]Robusta.lag-4 -1.176794e-02
- robu.l[, 2:8]Robusta.lag-5 8.283075e-03
- robu.l[, 2:8]Robusta.lag-6 -2.792592e-03
- robu.l[, 2:8]Robusta.lag-7 4.744160e-04
- index(arab) -7.042079e-06
- arab.l[, 2:8]Arabica.lag-5
- (Intercept) 3.510465e-03
- arab.l[, 2:8]Arabica.lag-1 2.090135e-05
- arab.l[, 2:8]Arabica.lag-2 -6.507249e-05
- arab.l[, 2:8]Arabica.lag-3 1.271174e-03
- arab.l[, 2:8]Arabica.lag-4 -6.001868e-03
- arab.l[, 2:8]Arabica.lag-5 9.485777e-03
- arab.l[, 2:8]Arabica.lag-6 -5.862175e-03
- arab.l[, 2:8]Arabica.lag-7 1.195262e-03
- robu.l[, 2:8]Robusta.lag-1 -1.898241e-04
- robu.l[, 2:8]Robusta.lag-2 8.748873e-04
- robu.l[, 2:8]Robusta.lag-3 -2.775130e-03
- robu.l[, 2:8]Robusta.lag-4 7.845980e-03
- robu.l[, 2:8]Robusta.lag-5 -1.165310e-02
- robu.l[, 2:8]Robusta.lag-6 7.987624e-03
- robu.l[, 2:8]Robusta.lag-7 -2.150191e-03
- index(arab) -1.678884e-05
- arab.l[, 2:8]Arabica.lag-6
- (Intercept) -4.223473e-03
- arab.l[, 2:8]Arabica.lag-1 -2.314729e-04
- arab.l[, 2:8]Arabica.lag-2 -1.340295e-05
- arab.l[, 2:8]Arabica.lag-3 2.741945e-05
- arab.l[, 2:8]Arabica.lag-4 1.460259e-03
- arab.l[, 2:8]Arabica.lag-5 -5.862175e-03
- arab.l[, 2:8]Arabica.lag-6 8.928939e-03
- arab.l[, 2:8]Arabica.lag-7 -4.425125e-03
- robu.l[, 2:8]Robusta.lag-1 3.708556e-04
- robu.l[, 2:8]Robusta.lag-2 -2.917550e-04
- robu.l[, 2:8]Robusta.lag-3 7.957030e-04
- robu.l[, 2:8]Robusta.lag-4 -2.873956e-03
- robu.l[, 2:8]Robusta.lag-5 7.474386e-03
- robu.l[, 2:8]Robusta.lag-6 -1.057110e-02
- robu.l[, 2:8]Robusta.lag-7 5.234833e-03
- index(arab) 3.756914e-05
- arab.l[, 2:8]Arabica.lag-7
- (Intercept) -5.114765e-03
- arab.l[, 2:8]Arabica.lag-1 2.821734e-04
- arab.l[, 2:8]Arabica.lag-2 -1.168445e-04
- arab.l[, 2:8]Arabica.lag-3 -1.231262e-04
- arab.l[, 2:8]Arabica.lag-4 -2.089740e-04
- arab.l[, 2:8]Arabica.lag-5 1.195262e-03
- arab.l[, 2:8]Arabica.lag-6 -4.425125e-03
- arab.l[, 2:8]Arabica.lag-7 3.737247e-03
- robu.l[, 2:8]Robusta.lag-1 -5.105251e-04
- robu.l[, 2:8]Robusta.lag-2 3.265068e-04
- robu.l[, 2:8]Robusta.lag-3 -7.943013e-05
- robu.l[, 2:8]Robusta.lag-4 7.900997e-04
- robu.l[, 2:8]Robusta.lag-5 -1.881306e-03
- robu.l[, 2:8]Robusta.lag-6 5.115619e-03
- robu.l[, 2:8]Robusta.lag-7 -4.114939e-03
- index(arab) -7.906184e-05
- robu.l[, 2:8]Robusta.lag-1
- (Intercept) -0.0481667612
- arab.l[, 2:8]Arabica.lag-1 -0.0041531385
- arab.l[, 2:8]Arabica.lag-2 0.0051514790
- arab.l[, 2:8]Arabica.lag-3 -0.0016002538
- arab.l[, 2:8]Arabica.lag-4 0.0006868756
- arab.l[, 2:8]Arabica.lag-5 -0.0001898241
- arab.l[, 2:8]Arabica.lag-6 0.0003708556
- arab.l[, 2:8]Arabica.lag-7 -0.0005105251
- robu.l[, 2:8]Robusta.lag-1 0.0071274451
- robu.l[, 2:8]Robusta.lag-2 -0.0095975455
- robu.l[, 2:8]Robusta.lag-3 0.0038516554
- robu.l[, 2:8]Robusta.lag-4 -0.0010192720
- robu.l[, 2:8]Robusta.lag-5 -0.0002690005
- robu.l[, 2:8]Robusta.lag-6 -0.0008009697
- robu.l[, 2:8]Robusta.lag-7 0.0011112874
- index(arab) 0.0001761388
- robu.l[, 2:8]Robusta.lag-2
- (Intercept) 2.756937e-02
- arab.l[, 2:8]Arabica.lag-1 5.452330e-03
- arab.l[, 2:8]Arabica.lag-2 -1.082615e-02
- arab.l[, 2:8]Arabica.lag-3 7.264122e-03
- arab.l[, 2:8]Arabica.lag-4 -2.704803e-03
- arab.l[, 2:8]Arabica.lag-5 8.748873e-04
- arab.l[, 2:8]Arabica.lag-6 -2.917550e-04
- arab.l[, 2:8]Arabica.lag-7 3.265068e-04
- robu.l[, 2:8]Robusta.lag-1 -9.597546e-03
- robu.l[, 2:8]Robusta.lag-2 1.992425e-02
- robu.l[, 2:8]Robusta.lag-3 -1.473979e-02
- robu.l[, 2:8]Robusta.lag-4 5.397486e-03
- robu.l[, 2:8]Robusta.lag-5 -5.579183e-04
- robu.l[, 2:8]Robusta.lag-6 9.589586e-05
- robu.l[, 2:8]Robusta.lag-7 -7.068956e-04
- index(arab) -8.355191e-05
- robu.l[, 2:8]Robusta.lag-3
- (Intercept) -7.857240e-03
- arab.l[, 2:8]Arabica.lag-1 -1.997996e-03
- arab.l[, 2:8]Arabica.lag-2 7.907287e-03
- arab.l[, 2:8]Arabica.lag-3 -1.167490e-02
- arab.l[, 2:8]Arabica.lag-4 7.797930e-03
- arab.l[, 2:8]Arabica.lag-5 -2.775130e-03
- arab.l[, 2:8]Arabica.lag-6 7.957030e-04
- arab.l[, 2:8]Arabica.lag-7 -7.943013e-05
- robu.l[, 2:8]Robusta.lag-1 3.851655e-03
- robu.l[, 2:8]Robusta.lag-2 -1.473979e-02
- robu.l[, 2:8]Robusta.lag-3 2.202823e-02
- robu.l[, 2:8]Robusta.lag-4 -1.546093e-02
- robu.l[, 2:8]Robusta.lag-5 5.227887e-03
- robu.l[, 2:8]Robusta.lag-6 -4.946695e-04
- robu.l[, 2:8]Robusta.lag-7 -3.609396e-04
- index(arab) 2.497706e-05
- robu.l[, 2:8]Robusta.lag-4
- (Intercept) -5.846403e-03
- arab.l[, 2:8]Arabica.lag-1 2.594802e-04
- arab.l[, 2:8]Arabica.lag-2 -2.496323e-03
- arab.l[, 2:8]Arabica.lag-3 8.218547e-03
- arab.l[, 2:8]Arabica.lag-4 -1.176794e-02
- arab.l[, 2:8]Arabica.lag-5 7.845980e-03
- arab.l[, 2:8]Arabica.lag-6 -2.873956e-03
- arab.l[, 2:8]Arabica.lag-7 7.900997e-04
- robu.l[, 2:8]Robusta.lag-1 -1.019272e-03
- robu.l[, 2:8]Robusta.lag-2 5.397486e-03
- robu.l[, 2:8]Robusta.lag-3 -1.546093e-02
- robu.l[, 2:8]Robusta.lag-4 2.213537e-02
- robu.l[, 2:8]Robusta.lag-5 -1.538152e-02
- robu.l[, 2:8]Robusta.lag-6 5.455078e-03
- robu.l[, 2:8]Robusta.lag-7 -1.088530e-03
- index(arab) 2.188369e-05
- robu.l[, 2:8]Robusta.lag-5
- (Intercept) -2.125425e-03
- arab.l[, 2:8]Arabica.lag-1 4.325110e-04
- arab.l[, 2:8]Arabica.lag-2 -3.202493e-04
- arab.l[, 2:8]Arabica.lag-3 -2.403915e-03
- arab.l[, 2:8]Arabica.lag-4 8.283075e-03
- arab.l[, 2:8]Arabica.lag-5 -1.165310e-02
- arab.l[, 2:8]Arabica.lag-6 7.474386e-03
- arab.l[, 2:8]Arabica.lag-7 -1.881306e-03
- robu.l[, 2:8]Robusta.lag-1 -2.690005e-04
- robu.l[, 2:8]Robusta.lag-2 -5.579183e-04
- robu.l[, 2:8]Robusta.lag-3 5.227887e-03
- robu.l[, 2:8]Robusta.lag-4 -1.538152e-02
- robu.l[, 2:8]Robusta.lag-5 2.179263e-02
- robu.l[, 2:8]Robusta.lag-6 -1.464328e-02
- robu.l[, 2:8]Robusta.lag-7 3.916221e-03
- index(arab) 1.817761e-05
- robu.l[, 2:8]Robusta.lag-6
- (Intercept) 1.743399e-02
- arab.l[, 2:8]Arabica.lag-1 6.108248e-04
- arab.l[, 2:8]Arabica.lag-2 2.512433e-04
- arab.l[, 2:8]Arabica.lag-3 -4.343963e-04
- arab.l[, 2:8]Arabica.lag-4 -2.792592e-03
- arab.l[, 2:8]Arabica.lag-5 7.987624e-03
- arab.l[, 2:8]Arabica.lag-6 -1.057110e-02
- arab.l[, 2:8]Arabica.lag-7 5.115619e-03
- robu.l[, 2:8]Robusta.lag-1 -8.009697e-04
- robu.l[, 2:8]Robusta.lag-2 9.589586e-05
- robu.l[, 2:8]Robusta.lag-3 -4.946695e-04
- robu.l[, 2:8]Robusta.lag-4 5.455078e-03
- robu.l[, 2:8]Robusta.lag-5 -1.464328e-02
- robu.l[, 2:8]Robusta.lag-6 1.966827e-02
- robu.l[, 2:8]Robusta.lag-7 -9.515665e-03
- index(arab) -7.747491e-05
- robu.l[, 2:8]Robusta.lag-7 index(arab)
- (Intercept) -0.0292793644 -3.987383e-02
- arab.l[, 2:8]Arabica.lag-1 -0.0008334505 -1.050853e-04
- arab.l[, 2:8]Arabica.lag-2 0.0004074080 4.320115e-05
- arab.l[, 2:8]Arabica.lag-3 0.0006154511 -5.174952e-06
- arab.l[, 2:8]Arabica.lag-4 0.0004744160 -7.042079e-06
- arab.l[, 2:8]Arabica.lag-5 -0.0021501906 -1.678884e-05
- arab.l[, 2:8]Arabica.lag-6 0.0052348327 3.756914e-05
- arab.l[, 2:8]Arabica.lag-7 -0.0041149390 -7.906184e-05
- robu.l[, 2:8]Robusta.lag-1 0.0011112874 1.761388e-04
- robu.l[, 2:8]Robusta.lag-2 -0.0007068956 -8.355191e-05
- robu.l[, 2:8]Robusta.lag-3 -0.0003609396 2.497706e-05
- robu.l[, 2:8]Robusta.lag-4 -0.0010885304 2.188369e-05
- robu.l[, 2:8]Robusta.lag-5 0.0039162207 1.817761e-05
- robu.l[, 2:8]Robusta.lag-6 -0.0095156655 -7.747491e-05
- robu.l[, 2:8]Robusta.lag-7 0.0071334375 1.465306e-04
- index(arab) 0.0001465306 1.452517e-04
- > wald.test(b=coef(lm2), Sigma=vcov(lm2), Terms= c(2:7),df=6)
- Wald test:
- ----------
- Chi-squared test:
- X2 = 12.3, df = 6, P(> X2) = 0.056
- F test:
- W = 2.0, df1 = 6, df2 = 6, P(> W) = 0.2
复制代码
利用R 3.0.2运行作者提供的例子,可以正常运行。
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