用eviews建立VAR模型的时候在不知道最优滞后期的时候lags intervals for e 怎么用Eviews确定VAR模型中的滞后期
\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
\u5148\u505aVAR\u6a21\u578b
\u7136\u540e\u505aVAR\u6ede\u540e\u9636\u6570\u5224\u65ad
\u6839\u636elikehood
\u3001BIC\u3001AIC\u7efc\u5408\u9009\u62e9\u6700\u4f18\u6ede\u540e\u671f
绛旓細鍦‥views涓紝VAR妯″瀷鐨澶勭悊娑夊強澶氫釜姝ラ銆傞鍏堬紝鎵撳紑鏁版嵁鏂囦欢锛岄夋嫨闇瑕佺殑鍙橀噺鍚庯紝鍙抽敭閫夋嫨"var"杩涜鎿嶄綔銆傛帴鐫锛岄氳繃"VAR瀵硅薄"鐨勫伐鍏锋爮锛岄夋嫨"View"->"Lag Structure"锛屾煡鐪婣R鏍圭殑琛ㄥ拰鍥撅紝纭妯″瀷绋冲畾鎬э紝鎵鏈夋牴妯″掓暟灏忎簬1锛岀‘淇濇ā鍨嬪湪鍗曚綅鍦嗗唴銆俈AR妯″瀷鐨勫洜鏋滃叧绯诲彲閫氳繃Granger鍥犳灉妫楠屾潵娴嬭瘯銆傚亣璁...
绛旓細1銆侀鍏堝湪Eviews涓紝寤虹珛VAR妯″瀷銆2銆佸叾娆″湪View鈥斺擫ag structure涓壘鍒癎ranger Causality/Block Exogeneity Wald Tests銆3銆佹渶鍚庢墦寮鍗冲彲鏄剧ず缁撴灉銆
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绛旓細涓嶇‘瀹氭渶浼樻粸鍚庨樁鏁扮殑鏃跺欐寜榛樿鐨1 2寤虹珛VAR锛岀劧鍚庡湪var浼拌缁撴灉绐楀彛涓偣鍑籿iew/lag structure/lag length criteria 杈撳叆鏈澶ф粸鍚庨樁鏁帮紝浠*鍙锋渶澶氱殑闃舵暟纭畾婊炲悗闃舵暟銆傚鏋滄槸5鐨勮瘽閲嶆柊寤虹珛VAR锛宭ags intervals for endogenous涓 1 5.
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