| 变量 | 动力系统模型 | ||||||
| 模型Gdpt+1 | 模型Indt+1 | 模型Urt+1 | |||||
| 参数估计 | T统计量 | 参数估计 | T统计量 | 参数估计 | T统计量 | ||
| C |
|
|
|
| 1.70 | 3.52 | |
| Gdpt | −7.87 | −4.66 |
|
|
|
| |
| Indt | 22.00 | 4.93 | 0.61 | 4.52 | 9.17 × 10−5 | 4.33 | |
| Urt |
|
|
|
| 0.95 | 41.29 | |
|
|
|
| 2.99 × 10−6 | 8.26 |
|
| |
|
| 3.89 × 10−5 | 3.84 | 2.52 × 10−5 | 7.48 |
|
| |
| Gdpindt | −1.61 × 10−5 | −4.46 | −1.83 × 10−5 | −8.21 |
|
| |
| Gdpurt | 0.22 | 5.09 | 0.01 | 4.58 | 3.06 × 10−7 | 3.59 | |
| Indurt | −0.53 | −4.56 |
|
| −2.28 × 10−6 | -4.11 | |
| u | u1 | u2 | u3 | ||||
| Adj.R2 | 0.9992 | 0.9982 | 0.9997 | ||||
| DW | 2.1982 | 2.1416 | 1.5365 | ||||
| AIC | 21.3211 | 19.8282 | 0.2526 | ||||