| Vector Error Correction Estimates | ||
| Date: 02/15/15 Time: 13:43 | ||
| Sample (adjusted): 8/24/2010 12/31/2014 | ||
| Included observations: 1050 after adjustments | ||
| Standard errors in ( ) & t-statistics in [ ] | ||
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| Cointegrating Eq: | CointEq1 |
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| A(-1) | 1.000000 |
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| B(-1) | 0.133400 |
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| (0.01935) |
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| [ 6.89236] |
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| C | -7.875813 |
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| Error Correction: | D(A) | D(B) |
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| CointEq1 | 0.003978 | -0.394987 |
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| (0.00178) | (0.07443) |
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| [ 2.23767] | [-5.30687] |
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| D(A(-1)) | 0.006543 | -1.537370 |
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| (0.03116) | (1.30456) |
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| [ 0.21001] | [-1.17846] |
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| D(B(-1)) | -0.001034 | 0.095731 |
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| (0.00075) | (0.03129) |
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| [-1.38359] | [ 3.05969] |
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| C | 0.000207 | 0.006510 |
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| (0.00036) | (0.01492) |
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| [ 0.58191] | [ 0.43645] |
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| R-squared | 0.005944 | 0.033467 |
| Adj. R-squared | 0.003092 | 0.030695 |
| Sum sq. resids | 0.139290 | 244.1791 |
| S.E. equation | 0.011540 | 0.483157 |
| F-statistic | 2.084697 | 12.07283 |
| Log likelihood | 3197.179 | -724.0977 |
| Akaike AIC | -6.082247 | 1.386853 |
| Schwarz SC | -6.063365 | 1.405735 |
| Mean dependent | 0.000199 | 0.007090 |
| S.D. dependent | 0.011558 | 0.490748 |
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求问之后该如何分析?误差修正项系数为正怎么办?以及不显著的变量呢?谢谢


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