eviews怎么看格兰杰检验的aic值 如何用Eviews做格兰杰因果关系检验？具体步骤
eviews\u5982\u4f55\u8fdb\u884caic\u548csc\u68c0\u9a8c\u5de5\u5177\uff1a\u7535\u8111\u4e00\u53f0\uff0cEviews\u8f6f\u4ef6
1\u3001\u6570\u636e\u7684\u5f55\u5165\u4e0e\u4fdd\u5b58\uff1a\u521b\u5efaWorkfile\uff1a\u70b9\u51fbFile/New/Workfile\uff0c\u8f93\u5165\u8d77\u6b62\u65e5\u671f\u3002\u5efa\u7acbobject\u8f93\u5165\u6570\u636e\uff1a\u70b9\u51fbobject/new object\uff0c\u5b9a\u4e49\u6570\u636e\u6587\u4ef6\u540dex4_2\u5e76\u8f93\u5165\u6570\u636e\u3002\u5c06Workfile\u4fdd\u5b58\uff1a\u70b9\u51fbFile/save\uff0c\u800cstore\u53ea\u5b58\u50a8\u5bf9\u8c61object\u3002
2\u3001\u6a21\u578b\u5b9a\u9636\uff1a\u70b9\u51fbQuick/Estimate equation\u8f93\u5165\u7c7b\u4f3cY AR(1) AR(2) AR(3)\u5f62\u5f0f\u7684\u5404\u79cd\u4e0d\u540c\u6a21\u578b\uff0c\u5229\u7528AIC\u51c6\u5219\u6216F\u68c0\u9a8c\u9009\u62e9\u6700\u5408\u9002\u7684\u6a21\u578b\u3002\u5148\u62df\u5408AR(3)\u6a21\u578b\uff1a\u5f97\u77e5\uff0c\u53c2\u6570\u4e0d\u663e\u8457\uff0c\u4e14AIC=2.8352\uff0cSC\uff1d2.9169\uff0cSSE=86.95\u3002
3\u3001\u518d\u62df\u5408AR(2)\u6a21\u578b\uff1aAIC\uff1d2.8329\uff0cSC=2.8870\uff0cSSE\uff1d89.64\u3002
4\u3001\u518d\u62df\u5408AR(1)\u6a21\u578b\uff1aSSE\uff1d91.32\uff0cAIC=2.8194\uff0cSC\uff1d2.8463\u3002F\u68c0\u9a8c\uff1aF=2.77<3.92\uff0c\u8bf4\u660eAR(3)\u4e0eAR(2)\u6a21\u578b\u6ca1\u6709\u663e\u8457\u6027\u5dee\u5f02\uff0c\u6545\u53ef\u5224\u5b9a\u9002\u5e94\u6a21\u578b\u4e3aAR(2) \u3002
5\u3001\u6a21\u578b\u9884\u6d4b\uff1a\u7528AR(2)\u6a21\u578b\u4f5c\u9884\u6d4b\u3002
\u7b2c\u4e00\u6b65\uff1a\u9009\u5b9a\u4e24\u5e8f\u5217\uff0c\u4ee5group\u6253\u5f00\uff08\u70b9\u53f3\u952e\uff0c\u9009open as group)\u5f97\u5f39\u51fa\u7a97\u5982\u56fe\uff1a
\u7b2c\u4e8c\u6b65\uff1a\u9009\u83dc\u5355view\uff0c\u70b9\u9009\u6700\u540e\u4e00\u9879granger causalty test....\u5f97\u5f39\u51fa\u7a97\uff0c\u8f93\u5165\u9636\u6570\uff0c\u4e00\u822c2\u62163\u5373\u53ef\uff0c\u70b9OK\uff0c\u5f97\u7ed3\u679c\u3002
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绛旓細鍦Eviews涓杩涜鏍煎叞鏉鍥犳灉鍏崇郴妫楠岀殑鍏蜂綋姝ラ濡備笅锛氶鍏堬紝閫夋嫨闇瑕佹楠岀殑涓や釜搴忓垪锛岄氳繃鍙抽敭鍗曞嚮骞堕夋嫨"open as group"锛岃繖灏嗘墦寮涓涓柊鐨勭獥鍙ｏ紝濡傚浘鎵绀猴細鎺ョ潃锛岃繘鍏ヨ彍鍗曢夐」锛屾壘鍒板苟鐐瑰嚮"view"锛屽湪涓嬫媺鑿滃崟涓夋嫨"granier causality test"锛岃繖灏嗗脊鍑轰竴涓璇濇銆傚湪杩欓噷锛屼綘闇瑕佽缃樁鏁帮紝閫氬父鎯呭喌涓嬶紝闃...
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绛旓細鐪媠ig涔熷氨鏄痯鍊兼潵鍒ゆ柇
绛旓細f灏辨槸缁熻閲忥紝鍜宲鏄搴旇捣鏉ョ殑锛屽彲浠ユ煡琛 p灏忎簬0.05灏辨槸鎷掔粷 p鏄蒋浠剁粰鍑虹殑锛屼綘涓嶆槸宸茬粡鐪嬪埌浜嗗悧锛熸垜鏇垮埆浜哄仛杩欑被鐨勬暟鎹垎鏋愯洰澶氱殑
绛旓細绗竴姝ワ細閫夊畾涓ゅ簭鍒,浠roup鎵撳紑锛堢偣鍙抽敭,閫塷pen as group)寰楀脊鍑虹獥濡傚浘锛氱浜屾锛氶夎彍鍗view,鐐归夋渶鍚庝竴椤granger causalty test.寰楀脊鍑虹獥,杈撳叆闃舵暟,涓鑸2鎴3鍗冲彲,鐐筄K,寰楃粨鏋.
绛旓細S.E. of regression 189.7941 Akaike info criterion 13.61347 Sum squared resid 72043.63 Schwarz criterion 13.37913 Log likelihood -31.03367 F-statistic 0.785647 Durbin-Watson stat 1.448043 Prob(F-statistic) 0.560021 鍥犳灉妫楠锛歅airwise Granger Causality Tests Date:...
