协整方程

CointEq1

lnSO₂ (−1)

1.000000

lngdp (−1)

−3.215650

(0.50287)

[−6.39463]

lnyy (−1)

12.24057

(1.62005)

[7.55569]

C

−32.45696

误差修正

D (lnSO₂)

D (lngdp)

D (lnyy)

CointEq1

−0.312306

(0.05837)

[−5.35004]

0.015318

(0.01837)

[0.83407]

−0.077476

(0.02365)

[−3.27544]

C

−0.961672

(0.19623)

0.096604

(0.06174)

−0.051605

(0.07951)

R²

0.833630

0.510547

0.716005