var模型需要专门的分析软件吗 一个VAR模型需要哪些主要的检验
var\u6a21\u578b\u4e00\u822c\u5728\u4ec0\u4e48\u60c5\u51b5\u4e0b\u4f7f\u7528\u5462\uff1fvar\u6a21\u578b\u4e00\u822c\u5728\uff1a\u5e02\u573a\u6709\u6548\u6027\u5047\u8bbe\uff1b\u5e02\u573a\u6ce2\u52a8\u662f\u968f\u673a\u7684\uff0c\u4e0d\u5b58\u5728\u81ea\u76f8\u5173\uff0c\u60c5\u51b5\u4e4b\u4e0b\u4f7f\u7528\u3002
\u5229\u7528\u6570\u5b66\u6a21\u578b\u5b9a\u91cf\u5206\u6790\u793e\u4f1a\u7ecf\u6d4e\u73b0\u8c61\uff0c\u90fd\u5fc5\u987b\u9075\u5faa\u5176\u5047\u8bbe\u6761\u4ef6\uff0c\u7279\u522b\u662f\u5bf9\u4e8e\u6211\u56fd\u91d1\u878d\u4e1a\u6765\u8bf4\uff0c\u7531\u4e8e\u5e02\u573a\u5c1a\u9700\u89c4\u8303\uff0c\u653f\u5e9c\u5e72\u9884\u884c\u4e3a\u8f83\u4e3a\u4e25\u91cd\uff0c\u4e0d\u80fd\u5b8c\u5168\u6ee1\u8db3\u5f3a\u6709\u6548\u6027\u548c\u5e02\u573a\u6ce2\u52a8\u7684\u968f\u673a\u6027\uff0c\u5728\u5229\u7528VaR\u6a21\u578b\u65f6\uff0c\u53ea\u80fd\u8fd1\u4f3c\u5730\u6b63\u6001\u5904\u7406\u3002
VaR\u6309\u5b57\u9762\u7684\u89e3\u91ca\u5c31\u662f\u5904\u4e8e\u98ce\u9669\u72b6\u6001\u7684\u4ef7\u503c\uff0c\u5373\u5728\u4e00\u5b9a\u7f6e\u4fe1\u6c34\u5e73\u548c\u4e00\u5b9a\u6301\u6709\u671f\u5185\uff0c\u67d0\u4e00\u91d1\u878d\u5de5\u5177\u6216\u5176\u7ec4\u5408\u5728\u672a\u6765\u8d44\u4ea7\u4ef7\u683c\u6ce2\u52a8\u4e0b\u6240\u9762\u4e34\u7684\u6700\u5927\u635f\u5931\u989d\u3002
\u6269\u5c55\u8d44\u6599\uff1a
VaR\u57fa\u672c\u6a21\u578b
\u6839\u636eJorion\uff081996\uff09\uff0cVaR\u53ef\u5b9a\u4e49\u4e3a\uff1a
VaR\uff1dE\uff08\u03c9\uff09\uff0d\u03c9\uff0a\u2460
\u5f0f\u4e2dE\uff08\u03c9\uff09\u4e3a\u8d44\u4ea7\u7ec4\u5408\u7684\u9884\u671f\u4ef7\u503c\uff1b\u03c9\u4e3a\u8d44\u4ea7\u7ec4\u5408\u7684\u671f\u672b\u4ef7\u503c\uff1b\u03c9\uff0a\u4e3a\u7f6e\u4fe1\u6c34\u5e73\u03b1\u4e0b\u6295\u8d44\u7ec4\u5408\u7684\u6700\u4f4e\u671f\u672b\u4ef7\u503c\u3002
\u53c8\u8bbe\u03c9\uff1d\u03c90\uff081\uff0bR\uff09\u2461
\u5f0f\u4e2d\u03c90\u4e3a\u6301\u6709\u671f\u521d\u8d44\u4ea7\u7ec4\u5408\u4ef7\u503c\uff0cR\u4e3a\u8bbe\u5b9a\u6301\u6709\u671f\u5185\uff08\u901a\u5e38\u4e00\u5e74\uff09\u8d44\u4ea7\u7ec4\u5408\u7684\u6536\u76ca\u7387\u3002
\u03c9\uff0a\uff1d\u03c90\uff081\uff0bR\uff0a\uff09\u2462
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\u6839\u636e\u6570\u5b66\u671f\u671b\u503c\u7684\u57fa\u672c\u6027\u8d28\uff0c\u5c06\u2461\u3001\u2462\u5f0f\u4ee3\u5165\u2460\u5f0f\uff0c\u6709
VaR\uff1dE\uff3b\u03c90\uff081\uff0bR\uff09\uff3d\uff0d\u03c90\uff081\uff0bR\uff0a\uff09
\uff1dE\u03c90\uff0bE\u03c90\uff08R\uff09\uff0d\u03c90\uff0d\u03c90R\uff0a
\uff1d\u03c90\uff0b\u03c90E\uff08R\uff09\uff0d\u03c90\uff0d\u03c90R\uff0a
\uff1d\u03c90E\uff08R\uff09\uff0d\u03c90R\uff0a
\uff1d\u03c90\uff3bE\uff08R\uff09\uff0dR\uff0a\uff3d
\u2234VaR\uff1d\u03c90\uff3bE\uff08R\uff09\uff0dR\uff0a\uff3d\u2463
\u4e0a\u5f0f\u516c\u5f0f\u4e2d\u2463\u5373\u4e3a\u8be5\u8d44\u4ea7\u7ec4\u5408\u7684VaR\u503c\uff0c\u6839\u636e\u516c\u5f0f\u2463\uff0c\u5982\u679c\u80fd\u6c42\u51fa\u7f6e\u4fe1\u6c34\u5e73\u03b1\u4e0b\u7684R\uff0a\uff0c\u5373\u53ef\u6c42\u51fa\u8be5\u8d44\u4ea7\u7ec4\u5408\u7684VaR\u503c\u3002
\u53c2\u8003\u8d44\u6599\u6765\u6e90\uff1a\u767e\u5ea6\u767e\u79d1-VAR\u65b9\u6cd5
\u53c2\u8003\u8d44\u6599\u6765\u6e90\uff1a\u767e\u5ea6\u767e\u79d1-var\u6a21\u578b
\u3000\u3000\u4e00\u4e2aVAR\u7cfb\u7edf\u521d\u6b65\u4f30\u8ba1\u51fa\u6765\u4ee5\u540e\uff0c\u5148\u662f\u8981\u9009\u62e9\u6700\u4f18\u7684\u6ede\u540e\u957f\u5ea6\uff0c\u7136\u540e\u91cd\u65b0\u518d\u505a\u4e00\u6b21VAR\uff0c\u63a5\u4e0b\u6765\u770b\u6a21\u578b\u7cfb\u7edf\u662f\u5426\u7a33\u5b9a\uff0c\u5373\u770b\u5355\u4f4d\u6839\u7684\u5012\u6570\u662f\u5426\u90fd\u5728\u5355\u4f4d\u5706\u5185\uff0c\u5982\u679c\u90fd\u5728\uff0c\u8868\u660e\u7cfb\u7edf\u662f\u7a33\u5b9a\u7684\u3002\u4f46\u6709\u4e9b\u60c5\u51b5\u4e0b\uff0c\u6839\u636eAIC\uff0cSC\u7b49\u5224\u522b\u6807\u51c6\uff0c\u5982\u679c\u53ea\u6ede\u540e\u4e00\u671f\u6216\u4e8c\u671f\uff0c\u4e0d\u80fd\u53cd\u5e94\u53d8\u91cf\u95f4\u7684\u52a8\u6001\u76f8\u4e92\u4f5c\u7528\uff0c\u8fd9\u65f6\u5728\u81ea\u7531\u5ea6\u53ef\u4ee5\u6ee1\u8db3\u7684\u60c5\u51b5\u4e0b\uff0c\u53ef\u4ee5\u8003\u8651\u5c06\u6ede\u540e\u671f\u589e\u5927\uff0c\u540c\u65f6\u5fc5\u987b\u6ee1\u8db3\u7a33\u5b9a\u6027\u6761\u4ef6\u3002\u63a5\u4e0b\u6765\uff0c\u5c31\u662f\u505a\u4f20\u7edf\u7684\u534f\u6574\uff0c\u65b9\u5dee\u5206\u89e3\uff0c\u8109\u51b2\u54cd\u5e94\u7b49\u3002
操作方法：在proc/equation后得到结果，再点击proc/make residual series就可以做残差序列检验，想看残差序列图点击view/gragh就可以。Eviews是Econometrics Views的缩写，直译为计量经济学观察，通常称为计量经济学软件包。它的本意是对社会经济关系与经济活动的数量规律，采用计量经济学方法与技术进行"观察"。另外Eviews也是美国QMS公司研制的在Windows下专门从事数据分析、回归分析和预测的工具。使用Eviews可以迅速地从数据中寻找出统计关系，并用得到的关系去预测数据的未来值。Eviews的应用范围包括:科学实验数据分析与评估、金融分析、宏观经济预测、仿真、销售预测和成本分析等。
绛旓細Eviews鏄疎conometrics Views鐨勭缉鍐欙紝鐩磋瘧涓鸿閲忕粡娴庡瑙傚療锛岄氬父绉颁负璁￠噺缁忔祹瀛杞欢鍖呫傚畠鐨勬湰鎰忔槸瀵圭ぞ浼氱粡娴庡叧绯讳笌缁忔祹娲诲姩鐨勬暟閲忚寰嬶紝閲囩敤璁￠噺缁忔祹瀛︽柟娉曚笌鎶鏈繘琛"瑙傚療"銆傚彟澶朎views涔熸槸缇庡浗QMS鍏徃鐮斿埗鐨勫湪Windows涓涓撻棬浠庝簨鏁版嵁鍒嗘瀽銆佸洖褰掑垎鏋愬拰棰勬祴鐨勫伐鍏枫備娇鐢‥views鍙互杩呴熷湴浠庢暟鎹腑瀵绘壘鍑虹粺璁″叧绯伙紝...
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