下表是协整分析过程中用eviews得出标准化协整系数
Normalized cointegrating coefficients (standard error in parentheses) | |
LNAECM | LNREX |
1.000000 | 56.47130 |
| (5.45409) |
Adjustment coefficients (standard error in parentheses) | |
D(LNAECM) | -0.195581 |
| (0.08445) |
D(LNREX) | 0.024814 |
| (0.00198) |
由上表可知协整方程为:LNAECM = 56.4713*LNREX ;可是Adjustment coefficients (standard error in parentheses)下的差分数据怎么用,有何意义,不是很明白?谢谢