lnAGDP

lnCP

lnEI

lnCI

内生

lnAGDP(−1)

−0.8499

−0.1821

2.2883

1.2880

变量

lnAGDP(−2)

5.7607*

0.4907

5.4347

11.0810***

lnAGDP(−3)

−5.5431*

−0.9886**

−6.0875*

−11.7458***

lnCP(−1)

0.2405

0.4604***

−0.6762

−0.3763

lnCP(−2)

0.5461

0.1122

0.3555

0.7112

lnCP(−3)

−1.0958

−0.6352*

−2.9619

−4.2155*

lnEI(−1)

−1.0932

−0.1665

2.9941*

1.7441

lnEI(−2)

5.2712*

0.5356

6.0890*

11.2438***

lnEI(−3)

−5.6237*

−1.0143**

−6.6144*

−12.3393***

lnCI(−1)

1.3263

0.1907

−1.9951

−0.5286

lnCI(−2)

−5.4163*

−0.5261

−6.1534*

−11.4537***

lnCI(−3)

5.6792*

1.0365**

6.5713*

12.3712***

C

13.6077

11.9080***

13.6828

23.4379*

外生

lnP

−1.4056*

−0.7549***

0.1097

−0.7591

变量

lnIA

0.4069*

−0.0520*

−0.2181

0.1910

Adj.R-squared

0.9986

0.9337

0.9922

0.9964

统计

F-statistic

1469.9450

29.1509

254.1600

550.8511

指标

Log likelihood

70.9881

126.8293

66.3189

69.1064

Akaike AIC

−3.861247

−7.712365

−3.539237

−3.731476

Schwarz SC

−3.154025

−7.005143

−2.832015

−3.024254