eviews滞后阶数选择问题LagLogLLRFPEAICSCHQ0-113.9505NA 0.003370 8.496462 8.734356 8.5691881 1.196830 180.9458 5.57e-06 2.057369 3.484731 2.4937282 47.33571 56.02578* 1.49e-06 0.547450 3.164280 1.3474413 72.44430 21.52165 2.58e-06 0.539693 4.34
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![eviews滞后阶数选择问题LagLogLLRFPEAICSCHQ0-113.9505NA 0.003370 8.496462 8.734356 8.5691881 1.196830 180.9458 5.57e-06 2.057369 3.484731 2.4937282 47.33571 56.02578* 1.49e-06 0.547450 3.164280 1.3474413 72.44430 21.52165 2.58e-06 0.539693 4.34](/uploads/image/z/9497486-38-6.jpg?t=eviews%E6%BB%9E%E5%90%8E%E9%98%B6%E6%95%B0%E9%80%89%E6%8B%A9%E9%97%AE%E9%A2%98LagLogLLRFPEAICSCHQ0-113.9505NA+0.003370+8.496462+8.734356+8.5691881+1.196830+180.9458+5.57e-06+2.057369+3.484731+2.4937282+47.33571+56.02578%2A+1.49e-06+0.547450+3.164280+1.3474413+72.44430+21.52165+2.58e-06+0.539693+4.34)
eviews滞后阶数选择问题LagLogLLRFPEAICSCHQ0-113.9505NA 0.003370 8.496462 8.734356 8.5691881 1.196830 180.9458 5.57e-06 2.057369 3.484731 2.4937282 47.33571 56.02578* 1.49e-06 0.547450 3.164280 1.3474413 72.44430 21.52165 2.58e-06 0.539693 4.34
eviews滞后阶数选择问题
LagLogLLRFPEAICSCHQ
0-113.9505NA 0.003370 8.496462 8.734356 8.569188
1 1.196830 180.9458 5.57e-06 2.057369 3.484731 2.493728
2 47.33571 56.02578* 1.49e-06 0.547450 3.164280 1.347441
3 72.44430 21.52165 2.58e-06 0.539693 4.345992 1.703316
4 135.7211 31.63838 7.13e-07* -2.194362* 2.801405* -0.667106*
根据这个看是选滞后阶,可是我lags to include 填的就是4,我填5的时候就现实log of non positive number 这是怎么回事呢?一般是带*多的在中间才确定最佳滞后阶数,我这个要是能填上5,是不是5阶的值比4阶小呢?
就是最佳滞后阶数随着最大滞后阶数增大二增大,各种检验的值没有呈现先减小后增大的趋势
eviews滞后阶数选择问题LagLogLLRFPEAICSCHQ0-113.9505NA 0.003370 8.496462 8.734356 8.5691881 1.196830 180.9458 5.57e-06 2.057369 3.484731 2.4937282 47.33571 56.02578* 1.49e-06 0.547450 3.164280 1.3474413 72.44430 21.52165 2.58e-06 0.539693 4.34
选4吧
估计你是做VAR模型