脉冲.docx

文档介绍：VAR 模型 log(x) log(y) Vector Autoregression Estimates Date: 06/04/13 Time: 00:39 Sample (adjusted): 1982 2011 Included observations: 30 after adjustments Standard errors in()& t-statistics in[] LOG(X) LOG(Y) LOG(X(-1)) () () [ ] [ ] LOG(X(-2)) - - () () [-] [-] LOG(Y(-1)) () () [ ] [ ] LOG(Y(-2)) () () [ ] [ ] C - () () [ ] [-] R-squared Adj. R-squared Sum sq. resids . equation F-statistic Log likelihood Akaike AIC - - Schwarz SC - - Mean dependent - . dependent Determinant resid covariance (dof adj.) -06 Determinant resid covariance -06 Log likelihood Akaike information criterion - Schwarz criterion - 由图 6可知,就业量对自身一个标准差冲击一开始就达到响应峰值,此后出现下降趋势至第 4期降至最小响应值 5,其后有所回升,至第 5期开始表现为虽呈周期性波动,但又基本稳定的态势,表明就业水平存在