vecm模型怎么写系数_EVIEWS下做出VECM模型 请问参数该如何解读 有何种意义

Vector Error Correction Estimates

Date: 08/23/17   Time: 09:36

Sample (adjusted): 2008Q3 2017Q2

Included observations: 36 after adjustments

Standard errors in ( ) & t-statistics in [ ]

Cointegrating Eq: CointEq1

LNGDP(-1) 1.000000

LNSH(-1)-0.862366

(0.33269)

[-2.59210]

LNGOLDCNY(-1)-1.155825

(0.25730)

[-4.49208]

C 5.465534

Error Correction:D(LNGDP)D(LNSH)D(LNGOLDCNY)

CointEq1-0.082904 0.243731 0.044876

(0.01928) (0.11439) (0.06948)

[-4.30026][ 2.13078][ 0.64590]

D(LNGDP(-1))-0.913889-0.246436-0.045058

(0.04792) (0.28432) (0.17269)

[-19.0714][-0.86676][-0.26091]

D(LNGDP(-2))-0.910879 0.167826-0.022166

(0.05627) (0.33387) (0.20279)

[-16.1875][ 0.50267][-0.10931]

D(LNGDP(-3))-0.941111 0.195039-0.005097

(0.04852) (0.28787) (0.1748