[资料] 误差修正模型 [推广有奖]

1# zsmtxws
    把你数据贴上来看看

非结构化的误差修正模型回归的参数比较多，一般要求样本足够大才行，时间序列数据最少要30年的才有意义

thank you very much

2# jisorc
我这是把我从统计年鉴上找到的数据，以下各列均是以上年=100然后求对数。

4.605170 4.605170 4.605170 4.605170 4.605170 4.715817 4.645352 4.605170 4.612146
4.588823 4.661585 4.700333 4.633319 4.630125 4.678421 4.671894 4.618411 4.624973
4.628715 4.627596 4.705654 4.592278 4.633557 4.680278 4.691348 4.617023 4.663439
4.560368 4.591670 4.664776 4.597168 4.591339 4.655863 4.684905 4.618924 4.628887
4.575564 4.641613 4.674078 4.659812 4.648300 4.692265 4.670958 4.620856 4.623992
4.596524 4.654824 4.705358 4.670272 4.667216 4.708629 4.683057 4.618401 4.620059
4.575604 4.628399 4.686670 4.693543 4.676236 4.746670 4.718499 4.618181 4.632785
4.600511 4.710485 4.909909 4.699376 4.683510 4.731803 4.731803 4.619386 4.689511
4.624515 4.638763 4.720383 4.634861 4.658099 4.689511 4.651099 4.620693 4.663439
4.601206 4.637275 4.748677 4.640203 4.674244 4.714921 4.663439 4.621711 4.675629
4.610643 4.624337 4.810621 4.653665 4.676068 4.712229 4.680278 4.620839 4.774913
4.583038 4.620549 4.712029 4.664325 4.646634 4.645352 4.603168 4.620170 4.768988
4.569751 4.612771 4.684864 4.627384 4.623256 4.642466 4.641502 4.619521 4.625953
4.615949 4.625039 4.746484 4.614003 4.655357 4.693181 4.687671 4.618118 4.633758
4.644261 4.624288 4.805537 4.627916 4.655775 4.737951 4.730039 4.616742 4.657763
4.674373 4.624287 4.865591 4.640014 4.665794 4.736198 4.685828 4.616592 4.729156
4.605189 4.623578 4.904457 4.671952 4.661685 4.728272 4.650144 4.616354 4.801559
4.618097 4.623590 4.826790 4.688402 4.671666 4.708629 4.680278 4.615719 4.743191
4.612806 4.653567 4.752433 4.632552 4.662730 4.700480 4.695011 4.615585 4.664382
4.605218 4.651019 4.699058 4.603616 4.596860 4.694096 4.649187 4.615226 4.613138
4.576864 4.649309 4.662519 4.541563 4.563803 4.680278 4.662495 4.614309 4.578826
4.595273 4.647155 4.657609 4.618640 4.617326 4.678421 4.684905 4.613352 4.574711
4.608648 4.645739 4.698661 4.629046 4.639845 4.685828 4.687671 4.612749 4.590057
4.588396 4.644157 4.698276 4.668752 4.638152 4.684905 4.660605 4.612121 4.597138
4.597101 4.642439 4.691639 4.650439 4.663479 4.692265 4.668145 4.611621 4.592085
4.631155 4.641346 4.720253 4.735580 4.747355 4.700480 4.668145 4.611178 4.604170
4.610733 4.635067 4.762361 4.739198 4.754765 4.701389 4.676560 4.611041 4.632785
4.636231 4.634199 4.735539 4.699514 4.705533 4.704110 4.681205 4.611062 4.613138
4.625828 4.626117 4.745444 4.676312 4.696913 4.714921 4.696837 4.610448 4.615121
4.604453 4.628584 4.763356 4.668231 4.680669 4.717606 4.702297 4.610337 4.642466
4.604660 4.621503 4.786525 4.704375 4.675732 4.761319 4.691348 4.610251 4.662495

3# kemufei
您好，我的数据是31年的，已经贴上了，麻烦您看下我的问题出在哪里了。

5# zsmtxws
31年的数据，9列排出来是什么意思？

7# jisorc
9个变量呀，每个变量是一列

现在大多数女生要求男方有房子，车子，存款，男生则要求容貌，身材、品性，要求本身没错，每个人都有追求美好事物的权力，问题是你是否具有了相应的资本！我看大多数都是非分的要求，远超自身实力！

麻烦请问，你怎么首先进行协整检验啊？
这么多变量，他们的长期均衡是什么样子的？