Vector Error Correction Estimates   
Date: 07/06/12   Time: 11:23   
Sample (adjusted): 1992 2010   
Included observations: 19 after adjustments   
Standard errors in ( ) & t-statistics in [ ]   
   
Cointegrating Eq:  CointEq1   
   
LGDP(-1)  1.000000   
   
LDQ(-1) -0.072701   
  (0.06225)   
[-1.16783]   
   
LZCQ(-1) -0.381003   
  (0.03361)   
[-11.3369]   
   
LQT(-1) -0.713021   
  (0.01914)   
[-37.2564]   
   
C -1.129154   
   
Error Correction: D(LGDP) D(LDQ) D(LZCQ) D(LQT)
   
CointEq1  0.066654  0.103734 -0.566698  3.453114
  (0.11772)  (0.20377)  (0.31433)  (0.90797)
[ 0.56623] [ 0.50909] [-1.80288] [ 3.80312]
   
D(LGDP(-1))  0.221489 -0.169525 -0.042969 -3.183177
  (0.46757)  (0.80936)  (1.24852)  (3.60645)
[ 0.47370] [-0.20946] [-0.03442] [-0.88263]
   
D(LGDP(-2)) -0.094776  0.680651  1.716741 -6.599614
  (0.43853)  (0.75909)  (1.17097)  (3.38246)
[-0.21612] [ 0.89667] [ 1.46608] [-1.95113]
   
D(LDQ(-1))  0.067123  0.010721  0.127385  0.837955
  (0.22146)  (0.38334)  (0.59135)  (1.70816)
[ 0.30309] [ 0.02797] [ 0.21542] [ 0.49056]
   
D(LDQ(-2)) -0.088551 -0.034072 -0.155234  0.407322
  (0.19858)  (0.34373)  (0.53024)  (1.53164)
[-0.44593] [-0.09912] [-0.29276] [ 0.26594]
   
D(LZCQ(-1))  0.269460  0.271196  0.713293 -4.286100
  (0.18372)  (0.31802)  (0.49059)  (1.41710)
[ 1.46665] [ 0.85275] [ 1.45396] [-3.02456]
   
D(LZCQ(-2)) -0.142542  0.282909  0.950520 -4.502321
  (0.25101)  (0.43449)  (0.67024)  (1.93606)
[-0.56788] [ 0.65113] [ 1.41817] [-2.32551]
   
D(LQT(-1))  0.077213  0.038102 -0.134516  0.340236
  (0.05266)  (0.09115)  (0.14061)  (0.40617)
[ 1.46625] [ 0.41800] [-0.95664] [ 0.83766]
   
D(LQT(-2)) -0.023860  0.061865  0.019282 -0.152792
  (0.04408)  (0.07630)  (0.11770)  (0.34000)
[-0.54127] [ 0.81079] [ 0.16382] [-0.44939]
   
C  0.097877 -0.071378 -0.350874  3.056728
  (0.13297)  (0.23017)  (0.35506)  (1.02563)
[ 0.73607] [-0.31011] [-0.98820] [ 2.98033]
   
R-squared  0.524802  0.575825  0.484197  0.768677
Adj. R-squared  0.049603  0.151649 -0.031606  0.537354
Sum sq. resids  0.031370  0.093994  0.223672  1.866305
S.E. equation  0.059039  0.102195  0.157647  0.455376
F-statistic  1.104384  1.357516  0.938724  3.322959
Log likelihood  33.90035  23.47528  15.23929 -4.915286
Akaike AIC -2.515827 -1.418450 -0.551504  1.570030
Schwarz SC -2.018754 -0.921377 -0.054431  2.067103
Mean dependent  0.146337  0.121857  0.198507  0.105599
S.D. dependent  0.060560  0.110954  0.155213  0.669492
   
Determinant resid covariance (dof adj.)   1.01E-09  
Determinant resid covariance   5.08E-11  
Log likelihood   117.3350  
Akaike information criterion  -7.719472  
Schwarz criterion  -5.532350  
   
麻烦请问大家，上面的结果是不是表示误差修正项未通过检验（t值才0.566，f值才1.104）？如果是的话，协整关系还成立吗？还能分析脉冲响应和方差分解吗？谢谢啊