📄 recm.out
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il lag7 0.000872 0.069939 0.944323 il lag8 -0.000177 -0.016167 0.987120 il lag9 -0.000006 -0.000655 0.999478 in lag1 0.082270 1.178758 0.240113 in lag2 0.023963 0.581522 0.561645 in lag3 0.011972 0.422215 0.673392 in lag4 0.014176 0.658558 0.511055 in lag5 0.010163 0.586196 0.558508 in lag6 0.006931 0.477786 0.633406 in lag7 0.005469 0.438632 0.661476 in lag8 0.003238 0.296210 0.767425 in lag9 0.001602 0.164677 0.869391 ky lag1 0.620684 4.792259 0.000004 ky lag2 -0.456628 -2.259439 0.025104 ky lag3 0.015696 0.078842 0.937249 ky lag4 -0.004654 -0.027037 0.978461 ky lag5 0.023538 0.156344 0.875944 ky lag6 -0.015421 -0.116181 0.907644 ky lag7 -0.059858 -0.506370 0.613242 ky lag8 -0.001886 -0.018176 0.985519 ky lag9 0.016478 0.191127 0.848650 mi lag1 0.034441 0.724260 0.469885 mi lag2 -0.023001 -0.670768 0.503263 mi lag3 -0.005336 -0.208344 0.835206 mi lag4 -0.002727 -0.135528 0.892352 mi lag5 0.007061 0.426935 0.669958 mi lag6 0.003105 0.222367 0.824290 mi lag7 0.004401 0.364151 0.716190 mi lag8 0.002428 0.227638 0.820196 mi lag9 0.001022 0.107186 0.914765 oh lag1 0.072608 1.035612 0.301829 oh lag2 0.020510 0.491851 0.623448 oh lag3 0.010362 0.362428 0.717474 oh lag4 0.002687 0.123947 0.901501 oh lag5 0.002358 0.135210 0.892603 oh lag6 0.000991 0.067949 0.945905 oh lag7 0.003352 0.267737 0.789221 oh lag8 0.001090 0.099405 0.920932 oh lag9 0.001494 0.153199 0.878420 pa lag1 0.064615 0.823877 0.411144 pa lag2 0.016628 0.399429 0.690070 pa lag3 0.001795 0.063185 0.949692 pa lag4 -0.001082 -0.050178 0.960038 pa lag5 -0.000436 -0.025117 0.979990 pa lag6 -0.001098 -0.075682 0.939760 pa lag7 0.004173 0.334669 0.738280 pa lag8 -0.000856 -0.078308 0.937674 pa lag9 -0.000647 -0.066459 0.947089 tn lag1 0.249043 3.646962 0.000351 tn lag2 0.047638 1.164899 0.245664 tn lag3 0.012332 0.436123 0.663292 tn lag4 0.010074 0.467634 0.640635 tn lag5 0.003477 0.200053 0.841674 tn lag6 0.003217 0.221255 0.825155 tn lag7 0.002267 0.181478 0.856205 tn lag8 0.002286 0.208769 0.834874 tn lag9 0.001597 0.163955 0.869958 wv lag1 0.001561 0.042623 0.966051 wv lag2 0.011088 0.421992 0.673555 wv lag3 0.002203 0.104006 0.917285 wv lag4 -0.002844 -0.160113 0.872979 wv lag5 -0.000868 -0.057575 0.954154 wv lag6 -0.003832 -0.293253 0.769680 wv lag7 0.010037 0.872454 0.384170 wv lag8 -0.003371 -0.329129 0.742456 wv lag9 -0.000432 -0.046865 0.962675 ec term il 0.145757 0.928903 0.354233 ec term in -0.003429 -0.024601 0.980402 ec term ky -0.352566 -1.447372 0.149602 ec term mi -0.467374 -1.718776 0.087444 ec term oh 0.346644 1.407073 0.161200 ec term pa -0.495981 -2.107833 0.036486 constant 3.522956 0.569356 0.569853 Dependent Variable = wv R-squared = 0.3367 Rbar-squared = -0.3720 sige = 205.7249 Nobs, Nvars = 173, 79 ******************************************************************Variable Coefficient t-statistic t-probability il lag1 0.004304 0.056413 0.955078 il lag2 -0.000838 -0.021695 0.982717 il lag3 -0.000804 -0.031138 0.975195 il lag4 -0.000357 -0.018434 0.985314 il lag5 -0.000434 -0.027993 0.977700 il lag6 -0.000407 -0.031479 0.974924 il lag7 -0.000648 -0.058454 0.953455 il lag8 -0.000491 -0.050697 0.959626 il lag9 -0.000405 -0.047019 0.962552 in lag1 0.026091 0.342945 0.732056 in lag2 0.004078 0.105646 0.915986 in lag3 0.001297 0.050269 0.959966 in lag4 0.000565 0.029196 0.976742 in lag5 0.000303 0.019561 0.984416 in lag6 0.000329 0.025447 0.979728 in lag7 0.000375 0.033857 0.973031 in lag8 0.000104 0.010748 0.991437 in lag9 0.000008 0.000944 0.999248 ky lag1 0.319000 2.129230 0.034650 ky lag2 -0.024197 -0.068374 0.945567 ky lag3 -0.025017 -0.090699 0.927837 ky lag4 -0.008286 -0.038772 0.969117 ky lag5 0.023478 0.135208 0.892605 ky lag6 -0.015093 -0.103483 0.917700 ky lag7 -0.015452 -0.123001 0.902249 ky lag8 -0.010532 -0.095567 0.923975 ky lag9 -0.014649 -0.149300 0.881491 mi lag1 -0.003231 -0.044336 0.964688 mi lag2 0.003178 0.083654 0.933428 mi lag3 0.000252 0.009841 0.992160 mi lag4 -0.002361 -0.122470 0.902669 mi lag5 -0.000378 -0.024462 0.980512 mi lag6 -0.000507 -0.039287 0.968707 mi lag7 -0.000335 -0.030270 0.975886 mi lag8 -0.000246 -0.025403 0.979763 mi lag9 -0.000227 -0.026337 0.979019 oh lag1 0.285328 1.929190 0.055344 oh lag2 -0.158781 -0.476144 0.634573 oh lag3 -0.123759 -0.459979 0.646109 oh lag4 -0.057593 -0.271530 0.786307 oh lag5 -0.019957 -0.114834 0.908710 oh lag6 -0.014192 -0.096523 0.923217 oh lag7 0.000312 0.002458 0.998042 oh lag8 -0.006342 -0.057004 0.954608 oh lag9 -0.002080 -0.020994 0.983275 pa lag1 0.333591 2.291650 0.023131 pa lag2 0.360988 1.235802 0.218208 pa lag3 0.111271 0.472664 0.637049 pa lag4 0.084801 0.434394 0.664543 pa lag5 0.013552 0.082741 0.934153 pa lag6 -0.029623 -0.210368 0.833628 pa lag7 -0.020554 -0.167005 0.867561 pa lag8 -0.020206 -0.185151 0.853327 pa lag9 -0.025627 -0.261738 0.793835 tn lag1 0.004680 0.061377 0.951130 tn lag2 0.003175 0.082197 0.934585 tn lag3 -0.000164 -0.006362 0.994931 tn lag4 0.000110 0.005672 0.995481 tn lag5 -0.000822 -0.053007 0.957788 tn lag6 0.000083 0.006411 0.994892 tn lag7 0.000172 0.015490 0.987659 tn lag8 0.000153 0.015751 0.987452 tn lag9 -0.000004 -0.000509 0.999594 wv lag1 0.036726 0.545894 0.585842 wv lag2 0.003651 0.096682 0.923091 wv lag3 0.002109 0.082807 0.934101 wv lag4 0.000725 0.037747 0.969933 wv lag5 0.000220 0.014287 0.988618 wv lag6 -0.000532 -0.041342 0.967071 wv lag7 -0.000286 -0.025959 0.979320 wv lag8 -0.000226 -0.023355 0.981394 wv lag9 -0.000458 -0.053316 0.957542 ec term il -0.394151 -0.721364 0.471659 ec term in -0.776029 -1.532316 0.127271 ec term ky 0.738342 0.801374 0.424014 ec term mi -1.011851 -1.007665 0.315022 ec term oh 1.448085 1.723863 0.086519 ec term pa 1.226926 1.464199 0.144954 constant -25.149968 -1.108176 0.269324 Johansen MLE estimates NULL: Trace Statistic Crit 90% Crit 95% Crit 99% r <= 0 il 307.689 153.634 159.529 171.090 r <= 1 in 205.384 120.367 125.619 135.982 r <= 2 ky 129.133 91.109 95.754 104.964 r <= 3 mi 83.310 65.820 69.819 77.820 r <= 4 oh 52.520 44.493 47.855 54.682 r <= 5 pa 30.200 27.067 29.796 35.463 r <= 6 tn 13.842 13.429 15.494 19.935 r <= 7 wv 0.412 2.705 3.841 6.635 NULL: Eigen Statistic Crit 90% Crit 95% Crit 99% r <= 0 il 102.305 49.285 52.362 58.663 r <= 1 in 76.251 43.295 46.230 52.307 r <= 2 ky 45.823 37.279 40.076 45.866 r <= 3 mi 30.791 31.238 33.878 39.369 r <= 4 oh 22.319 25.124 27.586 32.717 r <= 5 pa 16.359 18.893 21.131 25.865 r <= 6 tn 13.430 12.297 14.264 18.520 r <= 7 wv 0.412 2.705 3.841 6.635 ⌨️ 快捷键说明
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