ccaf.res

用于时间序列统计分析、频谱检验、时空结构分离计算等程序。

          CANONICAL CORRELATION ANALYSIS AND FORECAST


          MEAN
    2.0385    -.0385     .7308    -.0346    -.0419    -.0358

          VARIANCE
   10.4708    9.7999   13.1288    1.0590    1.0757    1.0730

          CORRELATION CORFFICIENTS
    1
    1.00    -.11     .10     .12     .44     .12

          CORRELATION CORFFICIENTS
    2
    -.11    1.00    -.39    -.28    -.45    -.18

          CORRELATION CORFFICIENTS
    3
     .10    -.39    1.00     .17     .67     .21

          CORRELATION CORFFICIENTS
    4
     .12    -.28     .17    1.00     .33     .28

          CORRELATION CORFFICIENTS
    5
     .44    -.45     .67     .33    1.00     .16

          CORRELATION CORFFICIENTS
    6
     .12    -.18     .21     .28     .16    1.00
                   1

          CHARACTERISTIC ROOT
   .63 .04 .00

          I=    1KI--STATISTIC=   22

          CRITICAL VALUE(0.05)=        .00000

          I=    2KI--STATISTIC=    0

          CRITICAL VALUE(0.05)=       9.48773

          I=    3KI--STATISTIC=    0

          CRITICAL VALUE(0.05)=        .00000

          DS=    1

          T=  1  CANONICAL CORRELATION COEFFICIENTS=        .79436

          GROUPING COEFFICIENTS
          XU(    1)=       -.45706
          XU(    2)=        .24496
          XU(    3)=       -.71087
          XT(    1)=        .06329
          XT(    2)=       -.97806
          XT(    3)=       -.17627

          CANONICAL VARIATION VALUES--U
    -.8698     .3837    -.6281    -.2069    -.3848     .9352     .1554    -.3820    1.1554   -1.4003
    -.6803     .0261    -.1132     .0307    1.3901    -.4398    1.0378    1.1973    1.6252   -1.9086
     .9302    -.7175   -1.5406    -.6625    -.6932    1.7606

          CANONICAL VARIATION VALUES--V
   -1.2658    1.1132   -1.0982    -.1143    -.5194     .8129     .3071    -.3529     .5825   -1.1745
   -1.3869    -.5809   -1.0623     .2483     .9080     .1970     .9686    1.7969     .7991    -.2848
     .3636    -.3734    -.3159   -1.1260    -.9555    2.5136

          BB
    -.2362    -.2362    -.2362    -.2362    -.2362    -.2362    -.2362    -.2362    -.2362

          CORRELATION COEFFICIENTS OF CANONICAL VARIATION

          GU(    1)=         -.557
          GU(    2)=          .571
          GU(    3)=         -.852
          GV(    1)=         -.307
          GV(    2)=         -.985
          GV(    3)=         -.315

          RDU=           .3606

          RDV=           .3085

          T=  2  CANONICAL CORRELATION COEFFICIENTS=        .19046

          GROUPING COEFFICIENTS
          XU(    1)=       -.11760
          XU(    2)=      -1.05677
          XU(    3)=       -.63069
          XT(    1)=       1.05810
          XT(    2)=       -.33072
          XT(    3)=        .00236

          CANONICAL VARIATION VALUES--U
     .1873   -2.4509     .7168   -2.1799   -1.0250     .5562    -.7257     .2650    1.3666    -.6109
    1.4231   -1.3781    -.2491     .7038    -.1028     .0814     .9697    1.0687    -.7194     .5732
    -.2432    -.5052     .7446     .0786     .9865     .4683

          CANONICAL VARIATION VALUES--V
    1.5979   -1.0873     .0903   -1.6524     .8208   -1.4890     .4813    1.8223     .9122    -.7611
    -.5653    1.4203    -.3685     .8501    -.3521   -1.0578   -1.5716    1.1005    -.0894    -.3172
    -.5213     .2851     .4831    -.8481    -.2253    1.0425

          BB
    -.8169    -.8169    -.8169    -.8169    -.8169    -.8169    -.8169    -.8169    -.8169

          CORRELATION COEFFICIENTS OF CANONICAL VARIATION

          GU(    1)=         -.065
          GU(    2)=         -.800
          GU(    3)=         -.234
          GV(    1)=          .950
          GV(    2)=          .018
          GV(    3)=          .244

          RDU=           .0443

          RDV=           .0611

          T=  3  CANONICAL CORRELATION COEFFICIENTS=        .01727

          GROUPING COEFFICIENTS
          XU(    1)=        .89098
          XU(    2)=        .08126
          XU(    3)=       -.52739
          XT(    1)=        .25968
          XT(    2)=        .24830
          XT(    3)=      -1.02916

          CANONICAL VARIATION VALUES--U
    -.3435    -.1705     .0913     .6071    -.4591     .0913   -1.9175     .6823    -.3887     .0443
    -.0034     .5963     .9376   -1.4273   -1.3847   -1.5619    1.0000    -.1534    1.2615    -.4346
   -1.1282     .0502    1.9018    1.2862    -.7384    1.5614

          CANONICAL VARIATION VALUES--V
    1.9823     .0132    -.4071   -1.0361     .8585    1.3307    -.3391    -.7514   -2.3007   -1.7556
    -.4822    -.0584    1.8873    -.1700    -.2694     .2242     .7064    1.2442    -.4365     .3633
     .6450     .2796     .0991     .0236   -1.0279    -.6232

          BB
    -.9834    -.9834    -.9834    -.9834    -.9834    -.9834    -.9834    -.9834    -.9834

          CORRELATION COEFFICIENTS OF CANONICAL VARIATION

          GU(    1)=          .828
          GU(    2)=          .187
          GU(    3)=         -.468
          GV(    1)=          .055
          GV(    2)=          .169
          GV(    3)=         -.917

          RDU=           .0054

          RDV=           .0050

          RDUT=           .3606RDVT=           .3085

          REGRESSION COEFFICIENTS--BB
     .11     .36     .11

          REGRESSION COEFFICIENTS--BB
    -.06    -.19    -.06

          REGRESSION COEFFICIENTS--BB
     .17     .56     .18

          RESULTS OF FITTING AND FORECAST

      1
    .212   -.094    .153    .051    .094   -.228   -.038    .093   -.282    .342
    .166   -.006    .028   -.007   -.339    .107   -.253   -.292   -.397    .466
   -.227    .175    .376    .162    .169   -.430
      2
    .681   -.300    .492    .162    .301   -.732   -.122    .299   -.905   1.096
    .533   -.020    .089   -.024  -1.088    .344   -.812   -.937  -1.272   1.494
   -.728    .562   1.206    .519    .543  -1.378
      3
    .218   -.096    .157    .052    .096   -.234   -.039    .096   -.289    .351
    .170   -.007    .028   -.008   -.348    .110   -.260   -.300   -.407    .478
   -.233    .180    .386    .166    .174   -.441