我用Eviews6.0判断滞后期为4后如何建立VAR模型呢？后面具体具体该怎么操作呢？新手才用对计量不太懂。 在Eviews中利用VAR模型进行分析，出现如下问题，麻烦大...
\u7528eviews\u5bf9VAR\u6a21\u578b\u6ede\u540e\u671f\u5224\u5b9a\u4e2d\u7684\u95ee\u9898\u91cc\u9762\u662f\u8ba9\u4f60\u586b\u5199\u5185\u751f\u53d8\u91cf\u7684\u6ede\u540e\u9636\u6570\u3002
\u5728VAR\u4e2d\u901a\u5e38\u4e00\u4e2a\u65b9\u7a0b\u7684\u88ab\u89e3\u91ca\u53d8\u91cf\uff08\u53ca\u5176\u6ede\u540e\u9879\uff09\u5728\u53e6\u4e00\u4e2a\u65b9\u7a0b\u4e2d\u662f\u89e3\u91ca\u53d8\u91cf\uff0c\u8fd9\u5c31\u6d89\u53ca\u5230\u4e00\u4e2a\u6ede\u540e\u9636\u6570\u7684\u95ee\u9898\u3002
\u56e0\u4e3a\u6ede\u540e\u9636\u6570\u8d8a\u591a\uff0c\u9700\u8981\u4f30\u8ba1\u7684\u53c2\u6570\u5c31\u8d8a\u591a\uff0c\u8fd9\u5c31\u5f71\u54cd\u5230\u81ea\u7531\u5ea6\u3002\u6ede\u540e\u9636\u6570\u7684\u589e\u52a0\u4f1a\u5728\u4e00\u5b9a\u7a0b\u5ea6\u4e0a\u63d0\u9ad8\u6a21\u578b\u7684\u89e3\u91ca\u80fd\u529b\uff0c\u4f46\u5e76\u4e0d\u662f\u8d8a\u9ad8\u8d8a\u597d\uff0c\u5b58\u5728\u4e00\u4e2a\u6700\u4f18\u7684\u9636\u6570\u3002\u786e\u5b9a\u6700\u4f18\u9636\u6570\u7684\u65b9\u6cd5\u901a\u5e38\u4f7f\u7528\u8d64\u6c60\u4fe1\u606f\u51c6\u5219\u6216\u8005\u65bd\u74e6\u8328\u4fe1\u606f\u51c6\u5219\u3002\u5373AIC\u6216SIC\u3002
\u4e00\u4e2a\u7b80\u5355\u7684VAR(2)\u6a21\u578b\u5982\u4e0b\uff1a
xt=a(yt-1)+by(t-2)+c
yt=d(xt-1)+ex(t-2)+f
\u697c\u4e3b\uff0cVAR\u662f\u4e0d\u533a\u5206\u5185\u751f\u548c\u5916\u751f\u53d8\u91cf\u7684\uff0c\u76f4\u63a5\u628a\u53d8\u91cf\u76f4\u63a5\u5f53\u6210\u5185\u751f\u53d8\u91cf\u7684\u5440\u3002\u5355\u4f4d\u6839\u68c0\u9a8c\u662f\u9010\u4e2a\u53d8\u91cf\u505a\u7684\uff0c\u534f\u6574\u662f\u53d8\u91cf\u4e00\u8d77\u505a\u5440\uff0c\u7528Johansen\u68c0\u9a8c\u5440\uff0c\u6ede\u540e\u671f\u7684\u9009\u62e9\u662f\u6839\u636eAIC\u68c0\u9a8c\u7ed3\u679c\u9009\u62e9AIC\u503c\u6700\u5c0f\u7684\u9636\uff0c\u76f4\u63a5\u5927\u5c0f\u6bd4\u8f83\uff0c\u4e0d\u662f\u7edd\u5bf9\u503c\u7684\u6bd4\u8f83\uff0c\u7136\u540e\u518d\u5efa\u7acbVAR\u3002\u7b2c8\u6211\u5c31\u4e0d\u77e5\u9053\u4e86\u3002
\u53e6\u5916\uff0c\u6211\u4e5f\u6709\u95ee\u9898\u8bf7\u6559\u697c\u4e3b\uff0c\u8bf7\u95ee\u697c\u4e3b\u95ee\u98982\u4e2d\uff0c\u591a\u53d8\u91cf\u5206\u5e03\u6ede\u540e\u7684\u8054\u5408\u68c0\u9a8c\u662f\u600e\u4e48\u505a\u51fa\u6765\u7684\uff1f\uff1f\uff1f\u5728eviews\u4e2d\u8981\u600e\u4e48\u64cd\u4f5c\uff1f\uff1f
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