[size=10.5000pt] | [size=10.5000pt] | |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
Cointegrating Eq: | CointEq1 | [size=10.5000pt] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
LNEC(-1) | [size=10.5000pt]1 | [size=10.5000pt] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
LNHJ(-1) | -0.889162960959498 | [size=10.5000pt] |
[size=10.5000pt] | 0.01767403221068255 | [size=10.5000pt] |
[size=10.5000pt] | [-50.3090] | [size=10.5000pt] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
Error Correction: | D(LNEC) | D(LNHJ) |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
CointEq1 | 0.09665459975984119 | 0.2093334694694079 |
[size=10.5000pt] | 0.03335203087097565 | 0.1033706328410367 |
[size=10.5000pt] | [ 2.89801] | [ 2.02508] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
D(LNEC(-1)) | 0.2472404571132424 | -0.2390932816985852 |
[size=10.5000pt] | 0.2515439941420662 | 0.7796305407133679 |
[size=10.5000pt] | [ 0.98289] | [-0.30668] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
D(LNEC(-2)) | -0.3145146502896494 | -1.091672679533818 |
[size=10.5000pt] | 0.255267755533917 | 0.7911718940154725 |
[size=10.5000pt] | [-1.23210] | [-1.37982] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
D(LNHJ(-1)) | 0.04239622239904537 | 0.08052523581135185 |
[size=10.5000pt] | 0.07783725221875151 | 0.2412472587227622 |
[size=10.5000pt] | [ 0.54468] | [ 0.33379] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
D(LNHJ(-2)) | -0.01472611205934531 | -0.03769141704212118 |
[size=10.5000pt] | 0.07811584463132559 | 0.2421107226030849 |
[size=10.5000pt] | [-0.18852] | [-0.15568] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
R-squared | 0.2902998534013989 | 0.2454650773321274 |
Adj. R-squared | 0.1010464809751052 | 0.04425576462069491 |
Sum sq. resids | 0.03164992640362359 | 0.3040342331779709 |
S.E. equation | 0.04593468290491299 | 0.1423690587119666 |
F-statistic | 1.533921692806075 | 1.219948888171815 |
Log likelihood | 36.10874662859251 | 13.48470181922432 |
Akaike AIC | -3.110874662859251 | -0.8484701819224316 |
Schwarz SC | -2.861941594470754 | -0.5995371135339339 |
Mean dependent | 0.05414358263429091 | 0.02798077328517845 |
S.D. dependent | 0.04844758175846471 | 0.1456279614152147 |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
Determinant resid covariance (dof adj.) | 4.273802188995732e-05 | |
Determinant resid covariance | 2.404013731310099e-05 | |
Log likelihood | 49.6003160363538 | |
Akaike information criterion | -3.760031603635381 | |
Schwarz criterion | -3.162592239502986 | |
[size=10.5000pt] | [size=10.5000pt] | [size=10.5000pt] |
[size=10.5000pt] | 结果如上表,怎样写VECM的方程用那些数据和公式? | |


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