📄 recm.out
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***** Bayesian Error Correction Model ***** ***** Random-Walk Averaging Prior ***** PRIOR hyperparameters sig = 0.10 tau = 6.00 theta = 0.50 Weight matrix = Variable il in ky mi oh pa tn wv il 0.0000 0.5000 0.5000 0.0000 0.0000 0.0000 0.0000 0.0000 in 0.2500 0.0000 0.2500 0.2500 0.2500 0.0000 0.0000 0.0000 ky 0.2000 0.2000 0.0000 0.0000 0.2000 0.0000 0.2000 0.2000 mi 0.0000 0.5000 0.0000 0.0000 0.5000 0.0000 0.0000 0.0000 oh 0.0000 0.2000 0.2000 0.2000 0.0000 0.2000 0.2000 0.2000 pa 0.0000 0.0000 0.0000 0.0000 0.5000 0.0000 0.0000 0.5000 tn 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 wv 0.0000 0.0000 0.3300 0.0000 0.3300 0.3300 0.0000 0.0000 Dependent Variable = il R-squared = 0.8957 Rbar-squared = 0.7843 sige = 7.4005 Nobs, Nvars = 173, 79 ******************************************************************Variable Coefficient t-statistic t-probability il lag1 0.335837 5.023099 0.000001 il lag2 0.043958 1.080817 0.281283 il lag3 0.009875 0.353027 0.724498 il lag4 0.000684 0.032173 0.974371 il lag5 -0.000677 -0.039553 0.968495 il lag6 0.000068 0.004772 0.996198 il lag7 0.000606 0.049145 0.960860 il lag8 -0.000055 -0.005062 0.995967 il lag9 -0.000409 -0.042495 0.966153 in lag1 0.414473 4.221484 0.000039 in lag2 -0.121890 -0.980402 0.328257 in lag3 -0.100608 -0.827141 0.409297 in lag4 0.128131 1.135325 0.257810 in lag5 0.008814 0.085011 0.932351 in lag6 0.035918 0.368929 0.712632 in lag7 0.117538 1.291744 0.198169 in lag8 0.010196 0.119989 0.904631 in lag9 -0.023525 -0.327492 0.743692 ky lag1 0.239837 1.988094 0.048379 ky lag2 -0.129787 -0.718587 0.473365 ky lag3 -0.107054 -0.608915 0.543379 ky lag4 0.125688 0.810668 0.418670 ky lag5 0.017714 0.127796 0.898459 ky lag6 -0.018924 -0.153276 0.878360 ky lag7 -0.043683 -0.392028 0.695520 ky lag8 -0.033001 -0.331614 0.740582 ky lag9 -0.072045 -0.875958 0.382268 mi lag1 -0.057652 -1.371558 0.171977 mi lag2 -0.008524 -0.267762 0.789202 mi lag3 -0.001567 -0.064430 0.948702 mi lag4 0.003975 0.205529 0.837401 mi lag5 0.005223 0.325215 0.745411 mi lag6 -0.000163 -0.011941 0.990487 mi lag7 0.001447 0.122460 0.902677 mi lag8 0.000334 0.032055 0.974465 mi lag9 0.001499 0.160623 0.872578 oh lag1 0.081979 1.240706 0.216394 oh lag2 0.024950 0.612687 0.540888 oh lag3 0.016433 0.585825 0.558757 oh lag4 0.006451 0.302619 0.762544 oh lag5 0.003528 0.205493 0.837429 oh lag6 0.001039 0.072343 0.942412 oh lag7 0.000881 0.071426 0.943141 oh lag8 0.000613 0.056732 0.954824 oh lag9 0.001299 0.135140 0.892659 pa lag1 0.024594 0.324485 0.745963 pa lag2 0.015210 0.373973 0.708882 pa lag3 0.009717 0.348818 0.727650 pa lag4 -0.000047 -0.002204 0.998244 pa lag5 -0.000404 -0.023681 0.981134 pa lag6 -0.002375 -0.166359 0.868069 pa lag7 -0.001228 -0.100029 0.920437 pa lag8 0.001216 0.112911 0.910232 pa lag9 0.001824 0.190297 0.849300 tn lag1 -0.039433 -0.600839 0.548734 tn lag2 -0.014852 -0.374013 0.708852 tn lag3 -0.010154 -0.367917 0.713385 tn lag4 -0.008151 -0.386115 0.699886 tn lag5 -0.008331 -0.488158 0.626056 tn lag6 -0.005546 -0.387862 0.698595 tn lag7 -0.001180 -0.095945 0.923675 tn lag8 0.000147 0.013644 0.989129 tn lag9 0.001066 0.110989 0.911754 wv lag1 -0.050086 -1.518519 0.130709 wv lag2 -0.012946 -0.528787 0.597631 wv lag3 -0.002730 -0.136425 0.891644 wv lag4 -0.006969 -0.408220 0.683617 wv lag5 -0.001720 -0.117641 0.906489 wv lag6 -0.012782 -1.008981 0.314393 wv lag7 -0.005796 -0.518429 0.604822 wv lag8 0.000003 0.000258 0.999794 wv lag9 0.003478 0.386559 0.699558 ec term il -0.331440 -2.492562 0.013623 ec term in -0.128712 -1.106111 0.270214 ec term ky -0.473618 -2.124601 0.035040 ec term mi 0.587235 2.557563 0.011399 ec term oh -0.544925 -2.560581 0.011304 ec term pa -0.157826 -0.797037 0.426522 constant -6.204400 -1.180138 0.239565 Dependent Variable = in R-squared = 0.8940 Rbar-squared = 0.7807 sige = 8.0857 Nobs, Nvars = 173, 79 ******************************************************************Variable Coefficient t-statistic t-probability il lag1 0.409203 3.840933 0.000172 il lag2 -0.007056 -0.043544 0.965318 il lag3 0.092387 0.583013 0.560644 il lag4 -0.113499 -0.821549 0.412465 il lag5 -0.114037 -0.939787 0.348637 il lag6 -0.050722 -0.472013 0.637513 il lag7 -0.059314 -0.615680 0.538915 il lag8 -0.080001 -0.917468 0.360175 il lag9 -0.086595 -1.150848 0.251383 in lag1 0.165015 2.567954 0.011075 in lag2 0.021907 0.610753 0.542164 in lag3 0.007878 0.322313 0.747605 in lag4 0.004850 0.262609 0.793164 in lag5 0.001944 0.131112 0.895839 in lag6 0.003187 0.257619 0.797007 in lag7 0.003791 0.356761 0.721705 in lag8 0.001091 0.117102 0.906915 in lag9 0.000732 0.088305 0.929736 ky lag1 0.190668 1.678052 0.095143 ky lag2 0.075277 0.416419 0.677619 ky lag3 -0.010949 -0.061982 0.950649 ky lag4 -0.034222 -0.226271 0.821258 ky lag5 0.078817 0.598210 0.550482 ky lag6 0.015957 0.137317 0.890940 ky lag7 0.000914 0.008864 0.992938 ky lag8 0.001716 0.018953 0.984900 ky lag9 0.029917 0.393079 0.694745 mi lag1 0.039215 0.766974 0.444142 mi lag2 0.024192 0.438741 0.661397 mi lag3 0.092230 1.639507 0.102925 mi lag4 -0.173225 -3.183200 0.001727 mi lag5 -0.020738 -0.376430 0.707059 mi lag6 0.033082 0.634239 0.526763 mi lag7 0.042027 0.835760 0.404443 mi lag8 -0.049471 -1.015365 0.311350 mi lag9 -0.011054 -0.260448 0.794828 oh lag1 0.113966 1.014942 0.311551 oh lag2 0.054562 0.339368 0.734744 oh lag3 -0.065238 -0.440736 0.659955 oh lag4 -0.012562 -0.096632 0.923131 oh lag5 0.003155 0.027150 0.978371 oh lag6 0.075984 0.716571 0.474605 oh lag7 0.026998 0.281808 0.778428 oh lag8 0.008278 0.096585 0.923168 oh lag9 0.038067 0.509323 0.611175 pa lag1 0.022012 0.326194 0.744672 pa lag2 0.009675 0.270654 0.786980 pa lag3 0.002054 0.084390 0.932844 pa lag4 0.000025 0.001367 0.998911 pa lag5 -0.003646 -0.246496 0.805591 pa lag6 -0.002128 -0.172093 0.863565 pa lag7 -0.001216 -0.114560 0.908927 pa lag8 -0.001031 -0.110865 0.911852 pa lag9 -0.001054 -0.127305 0.898847 tn lag1 0.064995 1.087683 0.278248 tn lag2 0.016133 0.458925 0.646864 tn lag3 0.001643 0.067968 0.945889 tn lag4 -0.000192 -0.010450 0.991674 tn lag5 -0.001938 -0.130966 0.895954 tn lag6 -0.000405 -0.032695 0.973955 tn lag7 0.000051 0.004822 0.996158 tn lag8 0.000645 0.069267 0.944857 tn lag9 0.000781 0.094234 0.925032 wv lag1 0.018925 0.568437 0.570475 wv lag2 -0.000930 -0.036460 0.970957 wv lag3 -0.004979 -0.249504 0.803267 wv lag4 -0.004645 -0.286669 0.774709 wv lag5 -0.003152 -0.233713 0.815484 wv lag6 -0.002493 -0.217460 0.828106 wv lag7 0.000471 0.046977 0.962586 wv lag8 -0.000582 -0.065661 0.947724 wv lag9 0.000145 0.018302 0.985419 ⌨️ 快捷键说明
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