recm.out

计量工具箱

Rbar-squared  =    0.8077 
sige          =    6.2435 
Nobs, Nvars   =    173,    79 
******************************************************************
Variable                Coefficient      t-statistic    t-probability 
  il  lag1                 0.077112         1.344495         0.180549 
  il  lag2                 0.012637         0.389088         0.697690 
  il  lag3                 0.004002         0.180954         0.856615 
  il  lag4                 0.001997         0.119401         0.905096 
  il  lag5                -0.000374        -0.027820         0.977838 
  il  lag6                -0.000750        -0.066813         0.946807 
  il  lag7                -0.000915        -0.094897         0.924506 
  il  lag8                -0.000772        -0.091400         0.927281 
  il  lag9                -0.000625        -0.083167         0.933815 
  in  lag1                 0.248811         2.724611         0.007099 
  in  lag2                 0.047202         0.366950         0.714105 
  in  lag3                 0.046554         0.360855         0.718648 
  in  lag4                 0.048532         0.418073         0.676412 
  in  lag5                 0.035527         0.337924         0.735830 
  in  lag6                -0.019553        -0.215231         0.829841 
  in  lag7                 0.040095         0.485523         0.627920 
  in  lag8                 0.018375         0.241771         0.809244 
  in  lag9                 0.003603         0.054151         0.956877 
  ky  lag1                 0.234319         2.193496         0.029605 
  ky  lag2                -0.063877        -0.373419         0.709293 
  ky  lag3                -0.182445        -1.132779         0.258874 
  ky  lag4                -0.105026        -0.760927         0.447737 
  ky  lag5                 0.012417         0.104224         0.917113 
  ky  lag6                 0.028795         0.274174         0.784278 
  ky  lag7                -0.012509        -0.134560         0.893116 
  ky  lag8                -0.039573        -0.478461         0.632926 
  ky  lag9                -0.103742        -1.451437         0.148469 
  mi  lag1                 0.006496         0.132279         0.894918 
  mi  lag2                -0.027328        -0.503006         0.615600 
  mi  lag3                -0.009695        -0.175404         0.860968 
  mi  lag4                -0.095640        -1.774150         0.077797 
  mi  lag5                 0.016173         0.301082         0.763714 
  mi  lag6                 0.028414         0.543652         0.587381 
  mi  lag7                -0.017514        -0.355628         0.722552 
  mi  lag8                 0.004482         0.096317         0.923381 
  mi  lag9                -0.001733        -0.043115         0.965659 
  oh  lag1                 0.219625         3.875308         0.000151 
  oh  lag2                 0.048845         1.499892         0.135465 
  oh  lag3                 0.017451         0.786508         0.432646 
  oh  lag4                 0.008980         0.535168         0.593221 
  oh  lag5                 0.005084         0.377143         0.706529 
  oh  lag6                 0.003925         0.348724         0.727721 
  oh  lag7                 0.003083         0.319168         0.749984 
  oh  lag8                 0.001940         0.229311         0.818898 
  oh  lag9                 0.001291         0.171637         0.863924 
  pa  lag1                 0.033293         0.312861         0.754763 
  pa  lag2                 0.198449         1.367467         0.173253 
  pa  lag3                 0.078960         0.582166         0.561213 
  pa  lag4                 0.055622         0.448471         0.654374 
  pa  lag5                 0.059370         0.536581         0.592246 
  pa  lag6                 0.104508         1.046406         0.296833 
  pa  lag7                 0.102603         1.123351         0.262845 
  pa  lag8                 0.105274         1.267113         0.206818 
  pa  lag9                 0.058755         0.775415         0.439153 
  tn  lag1                 0.115048         1.270624         0.205568 
  tn  lag2                -0.001326        -0.011372         0.990940 
  tn  lag3                -0.050332        -0.471832         0.637641 
  tn  lag4                 0.137556         1.386636         0.167337 
  tn  lag5                -0.096759        -1.034820         0.302198 
  tn  lag6                 0.062399         0.707839         0.479998 
  tn  lag7                 0.028189         0.346212         0.729604 
  tn  lag8                 0.026787         0.360993         0.718545 
  tn  lag9                -0.039749        -0.604492         0.546309 
  wv  lag1                -0.040429        -1.013650         0.312165 
  wv  lag2                -0.083346        -1.597673         0.111941 
  wv  lag3                -0.071211        -1.453498         0.147897 
  wv  lag4                -0.027938        -0.615755         0.538865 
  wv  lag5                -0.037667        -0.887143         0.376233 
  wv  lag6                -0.053464        -1.374851         0.170956 
  wv  lag7                -0.053688        -1.450947         0.148605 
  wv  lag8                -0.038801        -1.097791         0.273821 
  wv  lag9                -0.020405        -0.615076         0.539313 
ec term   il               0.133055         1.009844         0.313981 
ec term   in              -0.023509        -0.193830         0.846536 
ec term   ky               0.500673         2.194662         0.029520 
ec term   mi              -0.228474        -0.952107         0.342371 
ec term   oh               0.701614         3.316897         0.001109 
ec term   pa               0.068169         0.331743         0.740485 
constant                   2.975157         0.536424         0.592355 


Dependent Variable =               pa 
R-squared     =    0.3686 
Rbar-squared  =   -0.3060 
sige          =   26.9035 
Nobs, Nvars   =    173,    79 
******************************************************************
Variable                Coefficient      t-statistic    t-probability 
  il  lag1                 0.021484         0.303033         0.762229 
  il  lag2                -0.002317        -0.060684         0.951681 
  il  lag3                -0.002156        -0.083620         0.933455 
  il  lag4                -0.000519        -0.026702         0.978728 
  il  lag5                 0.000075         0.004820         0.996160 
  il  lag6                 0.000197         0.015172         0.987912 
  il  lag7                -0.000536        -0.048121         0.961675 
  il  lag8                -0.000183        -0.018734         0.985075 
  il  lag9                -0.000277        -0.031902         0.974587 
  in  lag1                 0.023314         0.329360         0.742282 
  in  lag2                 0.000899         0.023603         0.981196 
  in  lag3                 0.001017         0.039499         0.968538 
  in  lag4                 0.000897         0.046228         0.963182 
  in  lag5                 0.001399         0.089880         0.928487 
  in  lag6                 0.001546         0.119005         0.905410 
  in  lag7                 0.001443         0.129491         0.897120 
  in  lag8                 0.000402         0.041201         0.967183 
  in  lag9                 0.000242         0.027837         0.977824 
  ky  lag1                 0.043636         0.612791         0.540819 
  ky  lag2                 0.004234         0.110919         0.911809 
  ky  lag3                 0.001208         0.046869         0.962672 
  ky  lag4                 0.000719         0.037047         0.970490 
  ky  lag5                 0.000820         0.052706         0.958027 
  ky  lag6                -0.000218        -0.016784         0.986629 
  ky  lag7                -0.000279        -0.025038         0.980054 
  ky  lag8                -0.000571        -0.058589         0.953347 
  ky  lag9                -0.000570        -0.065761         0.947644 
  mi  lag1                -0.015081        -0.268259         0.788820 
  mi  lag2                -0.005664        -0.162502         0.871100 
  mi  lag3                 0.000407         0.016525         0.986835 
  mi  lag4                -0.004163        -0.220343         0.825864 
  mi  lag5                -0.000147        -0.009624         0.992332 
  mi  lag6                 0.000914         0.071345         0.943206 
  mi  lag7                 0.000918         0.083297         0.933712 
  mi  lag8                 0.000502         0.051925         0.958649 
  mi  lag9                 0.000705         0.081855         0.934856 
  oh  lag1                 0.357432         2.637809         0.009105 
  oh  lag2                -0.048113        -0.201334         0.840674 
  oh  lag3                -0.103497        -0.453494         0.650761 
  oh  lag4                -0.022891        -0.122583         0.902580 
  oh  lag5                -0.019264        -0.123341         0.901981 
  oh  lag6                 0.007325         0.054851         0.956321 
  oh  lag7                -0.004221        -0.036313         0.971075 
  oh  lag8                -0.022836        -0.223886         0.823110 
  oh  lag9                -0.004976        -0.055736         0.955616 
  pa  lag1                -0.003433        -0.046068         0.963309 
  pa  lag2                 0.017578         0.454679         0.649910 
  pa  lag3                 0.003480         0.134115         0.893468 
  pa  lag4                 0.001677         0.085962         0.931596 
  pa  lag5                 0.000407         0.026080         0.979224 
  pa  lag6                -0.000035        -0.002706         0.997844 
  pa  lag7                -0.000361        -0.032364         0.974219 
  pa  lag8                -0.000265        -0.027141         0.978378 
  pa  lag9                -0.000243        -0.027935         0.977746 
  tn  lag1                 0.022470         0.317588         0.751181 
  tn  lag2                 0.012084         0.317172         0.751496 
  tn  lag3                 0.000915         0.035539         0.971691 
  tn  lag4                 0.000657         0.033833         0.973049 
  tn  lag5                -0.001772        -0.113755         0.909564 
  tn  lag6                 0.000549         0.042273         0.966330 
  tn  lag7                 0.000548         0.049115         0.960884 
  tn  lag8                 0.000453         0.046387         0.963056 
  tn  lag9                 0.000019         0.002195         0.998252 
  wv  lag1                 0.097844         1.843270         0.067001 
  wv  lag2                 0.008444         0.151798         0.879523 
  wv  lag3                 0.022188         0.416503         0.677558 
  wv  lag4                -0.006424        -0.127575         0.898634 
  wv  lag5                -0.008796        -0.182884         0.855103 
  wv  lag6                -0.004697        -0.101793         0.919039 
  wv  lag7                 0.008075         0.180616         0.856881 
  wv  lag8                -0.015281        -0.354624         0.723303 
  wv  lag9                -0.016813        -0.416573         0.677507 
ec term   il              -0.157280        -0.747826         0.455580 
ec term   in              -0.011449        -0.056322         0.955150 
ec term   ky               0.161501         0.466886         0.641169 
ec term   mi               0.169288         0.446767         0.655602 
ec term   oh              -0.175674        -0.540431         0.589595 
ec term   pa               0.114213         0.325289         0.745356 
constant                  -5.365818        -0.622275         0.534580 


Dependent Variable =               tn 
R-squared     =    0.7267 
Rbar-squared  =    0.4347 
sige          =   11.5032 
Nobs, Nvars   =    173,    79 
******************************************************************
Variable                Coefficient      t-statistic    t-probability 
  il  lag1                 0.005518         0.079692         0.936574 
  il  lag2                -0.004989        -0.120264         0.904414 
  il  lag3                -0.006941        -0.244140         0.807412 
  il  lag4                -0.000960        -0.044515         0.964546 
  il  lag5                 0.000537         0.030932         0.975360 
  il  lag6                 0.001494         0.102960         0.918114