小小倩dd 发表于 2017-9-6 14:34
我发现其实用命令可以选出滞后阶数,可以在论坛上查一下,这样知道阶数就可以不用soc了,这样基本能跑出来 ...
您好,请问怎么用命令选滞后阶数,可以教我吗,我的命令运行成这样,都不知道是什么问题
. pvarsoc gdp zggz,maxlag(4)
Running panel VAR lag order selection on estimation sample
....
Selection order criteria
Sample: 2009 - 2014 No. of obs = 96
No. of panels = 16
Ave. no. of T = 6.000
+--------------------------------------------------------------------------+
| lag | CD J J pvalue MBIC MAIC MQIC |
|-------+------------------------------------------------------------------|
| 1 | .9999507 . . . . . |
| 2 | .9999826 . . . . . |
| 3 | .999953 . . . . . |
| 4 | .999883 . . . . . |
+--------------------------------------------------------------------------