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


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