李老师,您好。
这个回归的最下方的两个方程就是协整方程吗?
Estimation Proc:
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EC(E,1) 1 1 LNDSCY LNWANGANG
VAR Model:
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D(LNDSCY) = A(1,1)*(B(1,1)*LNDSCY(-1) + B(1,2)*LNWANGANG(-1) + B(1,3)*@TREND(90) + B(1,4)) + C(1,1)*D(LNDSCY(-1)) + C(1,2)*D(LNWANGANG(-1)) + C(1,3) + C(1,4)*@TREND(90)
D(LNWANGANG) = A(2,1)*(B(1,1)*LNDSCY(-1) + B(1,2)*LNWANGANG(-1) + B(1,3)*@TREND(90) + B(1,4)) + C(2,1)*D(LNDSCY(-1)) + C(2,2)*D(LNWANGANG(-1)) + C(2,3) + C(2,4)*@TREND(90)
VAR Model - Substituted Coefficients:
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D(LNDSCY) = - 0.897954256575*( LNDSCY(-1) - 0.052098396674*LNWANGANG(-1) - [email=0.123885059759*@TREND(90]0.123885059759*@TREND(90[/email]) - 14.368630755 ) + 0.242348773122*D(LNDSCY(-1)) - 0.038660376175*D(LNWANGANG(-1)) + 0.040114426324 + [email=0.00495236940613*@TREND(90]0.00495236940613*@TREND(90[/email])
D(LNWANGANG) = 4.92989352629*( LNDSCY(-1) - 0.052098396674*LNWANGANG(-1) - [email=0.123885059759*@TREND(90]0.123885059759*@TREND(90[/email]) - 14.368630755 ) - 0.874460535226*D(LNDSCY(-1)) - 0.224016547676*D(LNWANGANG(-1)) - 0.360008125022 + [email=0.0474291853166*@TREND(90]0.0474291853166*@TREND(90[/email])