[问答]求VAR模型和脉冲响应图解读。无比感谢！

请帮我解读一下下面两个VAR模型数据结果。越详细越好。谢谢！疑问：第一是不是可以说明两组数据之间基本不存在相关性啊？

第一个：

			LHBEA	LHBEA1706
	LHBEA(-1)		1.128114	0.052393
			(0.06680)	(0.04473)
			[ 16.8891]	[ 1.17131]
	LHBEA(-2)		-0.022027	-0.095553
			(0.10099)	(0.06763)
			[-0.21811]	[-1.41286]
	LHBEA(-3)		-0.151319	0.060945
			(0.06630)	(0.04440)
			[-2.28250]	[ 1.37277]
	LHBEA1706(-1)		0.139721	1.047375
			(0.09905)	(0.06633)
			[ 1.41056]	[ 15.7897]
	LHBEA1706(-2)		-0.165367	0.136516
			(0.14430)	(0.09663)
			[-1.14603]	[ 1.41277]
	LHBEA1706(-3)		0.011308	-0.200942
			(0.09955)	(0.06667)
			[ 0.11359]	[-3.01418]
	C		0.169404	0.000653
			(0.06129)	(0.04105)
			[ 2.76384]	[ 0.01592]
R2		0.945290			0.980950
调整后的R2		0.943791			0.980428
F-统计量		630.6508			1879.550
对数似然估计		496.3356			586.9567
AIC信息		-4.330404			-5.132360
SC信息		-4.224458			-5.026415

第二个：

	DLSHEA	D2LSHEAF082017	D2LSHEAF112017
DLSHEA(-1)	-0.009110	-0.068809	-0.005092
	(0.08991)	(0.09821)	(0.12717)
	[-0.10133]	[-0.70062]	[-0.04004]
DLSHEA(-2)	-0.149779	0.157448	0.164078
	(0.08933)	(0.09758)	(0.12636)
	[-1.67670]	[ 1.61348]	[ 1.29850]
DLSHEA(-3)	-0.095599	0.438836	0.430164
	(0.08506)	(0.09291)	(0.12032)
	[-1.12395]	[ 4.72299]**	[ 3.57530]**
DLSHEA(-4)	0.142582	0.031722	-0.071872
	(0.09151)	(0.09996)	(0.12944)
	[ 1.55816]	[ 0.31734]	[-0.55526]
D2LSHEAF082017(-1)	0.052264	-0.762427	0.304903**
	(0.09855)	(0.10765)	(0.13940)
	[ 0.53035]	[-7.08231]	[ 2.18726]
D2LSHEAF082017(-2)	-0.081134	-0.849645	0.036828
	(0.12031)	(0.13143)	(0.17019)
	[-0.67436]	[-6.46468]	[ 0.21640]
D2LSHEAF082017(-3)	0.033885	-0.453651	0.220503
	(0.11280)	(0.12323)	(0.15957)
	[ 0.30039]	[-3.68146]	[ 1.38189]
D2LSHEAF082017(-4)	-0.093782	-0.416690	-0.146836
	(0.08878)	(0.09698)	(0.12559)
	[-1.05632]	[-4.29646]	[-1.16921]
D2LSHEAF112017(-1)	-0.170470	0.222521**	-0.963505
	(0.08260)	(0.09024)	(0.11685)
	[-2.06368]	[ 2.46597]	[-8.24582]
D2LSHEAF112017(-2)	-0.213478	0.291289**	-0.652775
	(0.11857)	(0.12953)	(0.16772)
	[-1.80044]	[ 2.24890]	[-3.89200]
D2LSHEAF112017(-3)	-0.181609	0.255764**	-0.345221
	(0.11793)	(0.12883)	(0.16682)
	[-1.53992]	[ 1.98529]	[-2.06940]
D2LSHEAF112017(-4)	-0.144385	0.185898**	-0.040833
	(0.08147)	(0.08900)	(0.11524)
	[-1.77228]	[ 2.08884]	[-0.35433]
C	0.002803	-0.002015	-0.001863
	(0.00218)	(0.00238)	(0.00308)
	[ 1.28642]	[-0.84685]	[-0.60464]
R2	0.170255	0.507509	0.549036
调整后的R2	0.079737	0.453783	0.499840
F-统计量	1.880899	9.446210	11.16017
对数似然估计	295.6818	284.8125	253.0250
AIC信息	-4.596451	-4.419715	-3.902846
SC信息	-4.299229	-4.122492	-3.605623

相关性通过相关系数来看的 一般的系数只能表示回归情况……