向量自回归估计

样本(调整)：1991 2012

包含样本容量：调整之后22

[ ]中为t统计量

BTECH

FIR

FDE

FDS

BTECH(−1)

0.256977

2.453589

3.230789

0.900959

[1.20403]

[2.45888]

[1.96383]

[1.75268]

BTECH(−2)

0.510399

−3.318781

−0.468458

0.153586

[2.39497]

[−3.33089]

[−0.28518]

[0.29922]

FIR(−1)

0.018785

0.722038

0.155284

0.099971

[0.52849]

[4.34485]

[0.56676]

[1.16775]

FIR(−2)

0.048229

−0.340790

0.122337

−0.083047

[1.57858]

[−2.38580]

[0.51948]

[−1.12858]

FDE(−1)

0.075216

0.150771

0.604572

−0.070498

[2.16281]

[0.92729]

[2.25531]

[−0.84166]

FDE(−2)

−0.082092

0.138387

−0.203467

−0.114145

[−1.91079]

[0.68897]

[−0.61440]

[−1.10311]

FDS(−1)

−0.212659

1.297812

−0.107161

0.983234

[−1.91966]

[2.50579]

[−0.12550]

[3.68512]

FDS(−2)

−0.022715

−0.880264

−0.042484

0.092765

[−0.15217]

[−1.26132]

[−0.03692]

[0.25803]

C

0.310096

0.815392

−2.132490

−0.909546

[1.37707]

[0.77449]

[−1.22856]

[−1.67702]

调整拟合度R²

0.973707

0.770715

0.941227

0.898901

F统计量

98.21053

9.823626

43.03843

24.33960

似然值对数

62.72551

28.79509

17.79543

43.38745