Vector Autoregression Estimates | |
Date: 05/19/10 | |
Sample (adjusted): 1983 2008 | |
Included observations: 26 after | |
adjustments | |
Standard errors in ( ) & t-statistics in [ ] | |
|
|
|
|
| DLNY |
|
|
|
|
DLNY(-1) | 0.148881 |
| (0.11692) |
| [ 1.27332] |
|
|
DLNY(-2) | 0.028536 |
| (0.08049) |
| [ 0.35451] |
|
|
C | -0.039728 |
| (0.01631) |
| [-2.43542] |
|
|
DLNX1 | 1.031521 |
| (0.13085) |
| [ 7.88327] |
|
|
DX2 | -0.010070 |
| (0.00592) |
| [-1.70095] |
|
|
DX3 | 0.002094 |
| (0.00149) |
| [ 1.40999] |
|
|
|
|
R-squared | 0.928153 |
Adj. R-squared | 0.910192 |
Sum sq. resids | 0.016892 |
S.E. equation | 0.029062 |
F-statistic | 51.67408 |
Log likelihood | 58.51465 |
Akaike AIC | -4.039588 |
Schwarz SC | -3.749258 |
Mean dependent | 0.133516 |
S.D. dependent | 0.096977 |
|
|
对eviews不太了解,按照老师的要求做出了以上结论。模型应该怎么写呀?经济意义又该怎么解释呢


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