ECM输出结果怎么看？急！谢谢了

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tyy20070819 发表于 2010-6-28 12:25:52 |AI写论文

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Date: 06/28/10 Time: 11:39
Sample(adjusted): 2004:4 2010:1
Included observations: 22 after adjusting endpoints
Standard errors & t-statistics in parentheses

Cointegrating Eq:  CointEq1

LFDE(-1)  1.000000

LM2(-1) -1.500769
  (0.03830)
(-39.1801)

LR(-1) -0.099388
  (0.00881)
(-11.2810)

LZBJ(-1) -0.182123
  (0.03304)
(-5.51275)

C  12.52137

Error Correction: D(LFDE) D(LM2) D(LR) D(LZBJ)

CointEq1 -3.557542 -0.002699  0.173837 -1.253753
  (0.25369)  (0.03479)  (0.74517)  (1.02248)
(-14.0230) (-0.07758)  (0.23328) (-1.22618)

D(LFDE(-1))  1.677063 -0.002251  0.099300  1.052317
  (0.17526)  (0.02403)  (0.51479)  (0.70636)
  (9.56903) (-0.09366)  (0.19290)  (1.48977)

D(LFDE(-2))  0.889764 -0.010498 -0.087977  0.957576
  (0.07314)  (0.01003)  (0.21484)  (0.29479)
  (12.1648) (-1.04658) (-0.40950)  (3.24830)

D(LM2(-1)) -6.309737  0.226551  5.898016 -11.90530
  (2.04082)  (0.27987)  (5.99447)  (8.22528)
(-3.09176)  (0.80950)  (0.98391) (-1.44740)

D(LM2(-2)) -8.986321  0.219621  0.991074  2.710297
  (1.72143)  (0.23607)  (5.05632)  (6.93800)
(-5.22028)  (0.93034)  (0.19601)  (0.39064)

D(LR(-1)) -0.079669 -0.031767  0.467686 -0.214488
  (0.11361)  (0.01558)  (0.33370)  (0.45789)
(-0.70126) (-2.03902)  (1.40150) (-0.46843)

D(LR(-2)) -0.166021 -0.010439  0.348242  0.000195
  (0.11974)  (0.01642)  (0.35170)  (0.48258)
(-1.38657) (-0.63578)  (0.99018)  (0.00040)

D(LZBJ(-1)) -0.782050  0.045072 -0.495877 -0.929542
  (0.05577)  (0.00765)  (0.16381)  (0.22478)
(-14.0226)  (5.89329) (-3.02707) (-4.13539)

D(LZBJ(-2)) -0.555485  0.026701 -0.018090 -0.490959
  (0.11672)  (0.01601)  (0.34284)  (0.47042)
(-4.75918)  (1.66818) (-0.05277) (-1.04366)

C  0.478175  0.026869 -0.294250  0.193244
  (0.07653)  (0.01050)  (0.22480)  (0.30846)
  (6.24784)  (2.56007) (-1.30892)  (0.62647)

R-squared  0.989131  0.865962  0.686936  0.776800
Adj. R-squared  0.980979  0.765433  0.452137  0.609401
Sum sq. resids  0.047916  0.000901  0.413403  0.778347
S.E. equation  0.063190  0.008666  0.185608  0.254681
F-statistic  121.3379  8.614070  2.925641  4.640392
Log likelihood  36.20617  79.91569  12.50148  5.541228
Akaike AIC -2.382379 -6.355972 -0.227407  0.405343
Schwarz SC -1.886450 -5.860044  0.268521  0.901271
Mean dependent  0.029671  0.044283 -0.015020 -0.028138
S.D. dependent  0.458177  0.017892  0.250761  0.407503

Determinant Residual Covariance 1.67E-11
Log Likelihood 148.1054
Akaike Information Criteria  -9.464126
Schwarz Criteria  -7.282041

ECM输出的结果有什么用？能写出一个修正模型吗？这么多数和系数，写那个了？