Kết Quả Ước Lượng Var Của Hình 2

0.094708

4.121829

50.61756

3.927870

41.33274

0.000000

2

0.137011

4.681274

48.87629

6.090285

40.28758

0.064568

3

0.165080

6.486834

45.94134

7.592556

39.75742

0.221852

4

0.189791

7.879876

44.92390

9.699088

37.19794

0.299199

5

0.206959

7.206344

37.79026

13.35235

40.82350

0.827544

6

0.223194

7.546770

32.52286

16.73062

40.34529

2.854462

7

0.236954

7.510674

28.89249

19.95620

38.44464

5.196000

8

0.250974

7.866095

26.00841

23.47478

35.88037

6.770347

9

0.264322

8.297420

23.45316

23.84723

36.54361

7.858583

10

0.276460

8.498914

21.48029

24.40588

36.11063

9.504291

11

0.286357

8.855590

20.10313

25.32937

35.09974

10.61217

12

0.296325

9.239750

19.13367

26.48987

33.82201

11.31469

13

0.306084

9.250604

17.93484

26.50644

34.94158

11.36654

14

0.315907

9.330737

16.85357

26.96781

35.01849

11.82940

15

0.323774

9.429554

16.15400

27.57652

34.62669

12.21323

16

0.333004

9.645185

15.57783

28.61283

33.75500

12.40916

17

0.342496

9.663483

14.72870

28.63061

34.88141

12.09580

18

0.351988

9.723160

13.96930

28.98704

35.14070

12.17980

19

0.359725

9.819193

13.46236

29.57050

34.84717

12.30077

20

0.368624

9.985159

13.05818

30.41930

34.12861

12.40874

Variance Decompositi

on of LNLAB:

Period

S.E.

LNGDP

LNIG

LNIP

LNIF

LNLAB

1

0.008995

0.032029

0.012315

1.756155

1.332773

96.86673

2

0.010432

0.301895

2.846767

2.436255

4.161248

90.25384

3

0.011100

0.325265

2.778684

5.095788

5.615634

86.18463

4

0.011431

0.314932

2.984525

4.816981

7.928011

83.95555

5

0.013597

0.272265

6.964972

3.574657

7.597439

81.59067

6

0.014413

0.376381

7.664634

3.710748

9.675899

78.57234

7

0.015036

0.353488

7.851466

4.281184

12.15010

75.36376

8

0.015683

0.355408

8.108724

4.071496

16.32857

71.13580

9

0.016888

0.412056

8.580249

3.517521

19.50089

67.98928

10

0.017650

0.441868

8.462968

3.275767

23.77668

64.04271

11

0.018358

0.480442

8.807311

3.422370

27.07573

60.21415

12

0.019220

0.531229

9.381816

3.258147

31.11924

55.70957

13

0.020315

0.584884

10.19905

3.117471

34.02472

52.07387

14

0.021226

0.600305

10.67788

3.185833

36.78632

48.74967

15

0.022034

0.597133

10.98855

3.456335

38.81370

46.14428

16

0.022972

0.616157

11.50500

3.434951

41.24394

43.19996

0.023995

0.623608

12.12016

3.410579

42.94962

40.89603

18

0.024858

0.629312

12.54973

3.451091

44.44511

38.92476

19

0.025614

0.628587

12.84057

3.648611

45.42964

37.45260

20

0.026474

0.632166

13.28462

3.650695

46.76238

35.67013

Cholesky Ordering: LNGDP LNIG LNIP LNIF LNLAB

LogL

LR

FPE

AIC

SC

HQ

0

-508.4238

NA

0.048413

11.16139

11.29844

11.21670

1

-207.1187

563.3096

0.000119

5.154754

5.977076*

5.486650

2

-176.6149

53.71313

0.000106

5.035107

6.542698

5.643583

3

-140.2084

60.14984

8.40e-05

4.787140

6.979999

5.672196

4

-60.61440

122.8516

2.62e-05

3.600313

6.478441

4.761950

5

-12.32421

69.28593

1.64e-05*

3.094005

6.657401

4.532222*

6

11.84325

32.04816

1.77e-05

3.112103

7.360769

4.826901

7

33.83465

26.77214

2.06e-05

3.177508

8.111442

5.168885

8

55.80468

24.35807

2.47e-05

3.243377

8.862579

5.511334

9

87.43510

31.63042

2.50e-05

3.099237

9.403708

5.643775

10

120.4341

29.41216

2.59e-05

2.925345

9.915085

5.746464

11

150.9188

23.85761

3.04e-05

2.806112

10.48112

5.903811

12

211.5520

40.86151*

2.03e-05

2.031477*

10.39175

5.405756

Date: 03/29/20 Time: 17:14

Sample (adjusted): 1995Q2 2019Q4

Included observations: 99 after adjustments

Standard errors in ( ) & t-statistics in [ ]

INF

LNIG

LNIP

LNLCU

LNOILP

INF(-1)

1.004554

-0.007365

-0.007814

-0.035280

0.044105

(0.13593)

(0.00724)

(0.00626)

(0.01704)

(0.02427)

[ 7.39016]

[-1.01665]

[-1.24907]

[-2.07045]

[ 1.81736]

INF(-2)

-0.191147

0.005132

0.007517

0.011159

-0.011478

(0.17008)

(0.00907)

(0.00783)

(0.02132)

(0.03037)

[-1.12384]

[ 0.56618]

[ 0.96034]

[ 0.52339]

[-0.37798]

INF(-3)

-0.129998

0.002219

-0.002589

0.020571

0.013313

(0.10108)

(0.00539)

(0.00465)

(0.01267)

(0.01805)

[-1.28603]

[ 0.41183]

[-0.55650]

[ 1.62338]

[ 0.73767]

INF(-4)

0.070084

0.001802

0.000101

-0.016706

-0.028124

(0.09000)

(0.00480)

(0.00414)

(0.01128)

(0.01607)

[ 0.77875]

[ 0.37559]

[ 0.02450]

[-1.48081]

[-1.75036]

INF(-5)

0.035932

-0.005580

-0.003115

0.023400

0.040280

(0.07701)

(0.00410)

(0.00354)

(0.00965)

(0.01375)

[ 0.46657]

[-1.35932]

[-0.87896]

[ 2.42379]

[ 2.92946]

LNIG(-1)

1.585894

0.677371

-0.080435

-0.070453

0.484239

(3.52011)

(0.18761)

(0.16199)

(0.44127)

(0.62848)

[ 0.45052]

[ 3.61045]

[-0.49653]

[-0.15966]

[ 0.77050]

LNIG(-2)

-3.504124

0.297605

0.198198

-0.332818

-1.432929

(4.36928)

(0.23287)

(0.20107)

(0.54772)

(0.78009)

[-0.80199]

[ 1.27797]

[ 0.98571]

[-0.60764]

[-1.83688]

LNIG(-3)

-2.305239

-0.280281

-0.208721

-0.638744

1.586280

(4.37898)

(0.23339)

(0.20152)

(0.54894)

(0.78182)

[-0.52643]

[-1.20092]

[-1.03574]

[-1.16360]

[ 2.02896]

2.455541

0.057390

0.115523

0.218716

-0.799566

(4.51547)

(0.24066)

(0.20780)

(0.56605)

(0.80619)

[ 0.54381]

[ 0.23846]

[ 0.55593]

[ 0.38639]

[-0.99179]

LNIG(-5)

1.685384

0.026156

-0.055034

0.679074

0.836510

(3.44237)

(0.18347)

(0.15842)

(0.43153)

(0.61460)

[ 0.48960]

[ 0.14256]

[-0.34741]

[ 1.57365]

[ 1.36107]

LNIP(-1)

-3.848020

0.089403

0.856824

0.297261

-0.784166

(4.14861)

(0.22111)

(0.19092)

(0.52006)

(0.74069)

[-0.92754]

[ 0.40433]

[ 4.48794]

[ 0.57159]

[-1.05870]

LNIP(-2)

3.205233

-0.301110

-0.182223

0.057322

2.007032

(5.21813)

(0.27811)

(0.24014)

(0.65413)

(0.93164)

[ 0.61425]

[-1.08268]

[-0.75883]

[ 0.08763]

[ 2.15430]

LNIP(-3)

3.120287

0.145549

0.058915

0.806870

-1.466055

(5.02494)

(0.26782)

(0.23124)

(0.62991)

(0.89715)

[ 0.62096]

[ 0.54346]

[ 0.25477]

[ 1.28092]

[-1.63413]

LNIP(-4)

2.830529

0.821442

0.738890

0.317879

0.834671

(4.97123)

(0.26496)

(0.22877)

(0.62318)

(0.88756)

[ 0.56938]

[ 3.10031]

[ 3.22979]

[ 0.51009]

[ 0.94041]

LNIP(-5)

-4.424959

-0.605206

-0.464289

-1.424766

-0.879223

(3.88677)

(0.20716)

(0.17887)

(0.48724)

(0.69394)

[-1.13847]

[-2.92150]

[-2.59572]

[-2.92418]

[-1.26700]

LNLCU(-1)

0.656333

-0.051546

-0.021708

0.534068

0.260017

(0.81650)

(0.04352)

(0.03757)

(0.10235)

(0.14578)

[ 0.80384]

[-1.18449]

[-0.57773]

[ 5.21781]

[ 1.78366]

LNLCU(-2)

0.850270

-0.007736

-0.043380

0.080897

-0.058494

(0.71638)

(0.03818)

(0.03297)

(0.08980)

(0.12790)

[ 1.18690]

[-0.20262]

[-1.31584]

[ 0.90082]

[-0.45734]

LNLCU(-3)

0.856257

0.031169

0.046239

-0.037620

-0.108641

(0.74623)

(0.03977)

(0.03434)

(0.09355)

(0.13323)

[ 1.14745]

[ 0.78369]

[ 1.34648]

[-0.40216]

[-0.81544]

LNLCU(-4)

-0.816334

0.061336

0.018598

0.748102

0.151993

(0.75957)

(0.04048)

(0.03495)

(0.09522)

(0.13561)

[-1.07473]

[ 1.51508]

[ 0.53205]

[ 7.85675]

[ 1.12078]

LNLCU(-5)

-0.175511

-0.024301

-0.037103

-0.390238

-0.274816

(0.88377)

(0.04710)

(0.04067)

(0.11079)

(0.15779)

[-0.19859]

[-0.51591]

[-0.91228]

[-3.52241]

[-1.74169]

LNOILP(-1)

0.871169

0.006624

0.032311

-0.007545

-0.018737

(0.66156)

(0.03526)

(0.03044)

(0.08293)

(0.11811)

[ 1.31685]

[ 0.18787]

[ 1.06131]

[-0.09097]

[-0.15863]

LNOILP(-2)

-0.238900

-0.003685

0.001741

0.009186

-0.012095

(0.64730)

(0.03450)

(0.02979)

(0.08114)

(0.11557)

[-0.36907]

[-0.10680]

[ 0.05846]

[ 0.11321]

[-0.10466]

LNOILP(-3)

-0.122616

-0.015622

-0.026068

0.103053

0.542170

(0.51869)

(0.02764)

(0.02387)

(0.06502)

(0.09261)

[-0.23640]

[-0.56508]

[-1.09211]

[ 1.58490]

[ 5.85458]

LNOILP(-4)

-0.716621

-0.004129

-0.031782

-0.187954

-0.252061

(0.62754)

(0.03345)

(0.02888)

(0.07867)

(0.11204)

[-1.14195]

[-0.12346]

[-1.10050]

[-2.38922]

[-2.24972]

LNOILP(-5)

0.380916

0.014801

0.023451

0.036328

0.043433

(0.60662)

(0.03233)

(0.02792)

(0.07604)

(0.10831)

[ 0.62793]

[ 0.45778]

[ 0.84003]

[ 0.47772]

[ 0.40103]

C

-11.43101

0.820648

0.430483

1.188261

-1.555064

(7.93038)

(0.42267)

(0.36495)

(0.99413)

(1.41588)

[-1.44142]

[ 1.94158]

[ 1.17956]

[ 1.19527]

[-1.09830]

R-squared

0.790203

0.978236

0.992032

0.884606

0.699732

Adj. R-squared

0.718355

0.970783

0.989304

0.845088

0.596900

Sum sq. resids

504.9526

1.434391

1.069384

7.935090

16.09594

S.E. equation

2.630049

0.140176

0.121033

0.329697

0.469566

F-statistic

10.99821

131.2493

363.5601

22.38470

6.804645

Log likelihood

-221.1275

69.12686

83.66292

-15.54557

-50.55555

Akaike AIC

4.992474

-0.871250

-1.164908

0.839304

1.546577

Schwarz SC

5.674021

-0.189703

-0.483361

1.520851

2.228123

Mean dependent

5.370572

10.22809

9.856438

3.058903

3.863161

S.D. dependent

4.955786

0.820079

1.170274

0.837668

0.739589

Determinant resid covariance (dof adj.)

1.26E-05

2.75E-06

Log likelihood

-68.60147

Akaike information criterion

4.012151

Schwarz criterion

7.419884

Number of coefficients

130

Date: 03/29/20 Time: 17:15

Sample: 1994Q1 2019Q4

Included observations: 99

Dependent variable: INF

Excluded

Chi-sq

df

Prob.

LNIG

2.178317

5

0.8240

LNIP

3.634989

5

0.6031

LNLCU

7.950946

5

0.1590

LNOILP

2.331880

5

0.8016

All

28.45998

20

0.0989

Dependent variable: LNIG

Excluded

Chi-sq

df

Prob.

INF

3.751765

5

0.5857

LNIP

17.30113

5

0.0040

LNLCU

5.614348

5

0.3456

LNOILP

0.567609

5

0.9894

All

34.47892

20

0.0231

Dependent variable: LNIP

Excluded

Chi-sq

df

Prob.

INF

3.212994

5

0.6672

LNIG

1.844089

5

0.8703

LNLCU

6.519100

5

0.2589

LNOILP

3.425272

5

0.6347

All

15.95388

20

0.7195

Dependent variable: LNLCU