文档介绍：VAR模^(moxing)应用案例-(完成)
VAR模型应用(yingybng)案例- (完成)
VAR模型（mdxlng）应用实例
众所周知，经济的发展运行离不开大量能源的消耗，尤其是在现代经济发展的过程中，能源的重要（DP(-1)
-

3867553

DfGDP{-1})

D{GDP(-2)J

0 280544

D[GDP(-3))

C
&.540050
2222961
3841745
0 0006
R-sqjared Mean dependentvar
Adjusted R-squared SD. dependentvar
(jingji)增速(GDP)的单位根
检验(ji^nydn)
S SerieE! N¥SC Workfik: UNTITLED”Untitled、 ! o * d
View
Proc
Object
Properties
Print
Hflme
Freeze
.Sample
Genr
Sheet
Grciph
Augmented Dickey-Fuller Unit Root Test on NY SC
Ml|U H/pottiesis: NYSC hms a unit root
Exogenous: Constant
Lag Length: 1 (Automatic - based on SIC, maxlag=9)
t-Statistc Prob?
Augment日dD无席y-FuI便「怕st statistic -3 9359$? 。一。。45
Test critical values: 1% level -1625784
5% level -
10% level -
TLl3cKinnon(1996) one-sided p-vaiues
Augmented Dickey-Fuller T盹t Equation
Dependent Varia We: D(rJYSC)
Melhod: Least Squares
Dale: Qb/17?17 Tme: 10:53
Sample (adjusted): 1930 2015
indudedobserations: 36 after adjustments
Variable Coefficient Std. Error t-Statistic Pros
NYSC(-1)
-
0 134905 -3935987

D(NYSC(-1))
0 438549
0 150055 29225B5
0 0062
C

0 857266 3204300

R-squared

Mean dependent var
-0 D6S444
Adjusted R-squared

. dependent var
3510704
. of regression

Aksifce info enterion
5D67B31
Sum gquM&d r&sid

Sctiwarz criterion
5193791
Log li暗由。时
-
Hannan-Quinn criter

F-statistk
B7 46
DuFbin-WatstHi stat

P ram F-steti stic}

(nSngyudn)生产增速(nysc )的单
位根检验(jiSnyan)
经过(jlnggub)检验，在1%的显著性水平 (shuiping)上, gdp 和 nysc 两个(lidng g《)时间序列都是平稳的，符合建模的条件，我们建立一个无约束的VAR模型。
3 VAR模型的估计 .
View
Proc
Object
Print
Nairit
Freeze
Estimate
Forecast
5
Vector Auioregression Esttmates
V