- 积分
- 214
- 贡献
-
- 精华
- 在线时间
- 小时
- 注册时间
- 2011-10-10
- 最后登录
- 1970-1-1
|
登录后查看更多精彩内容~
您需要 登录 才可以下载或查看,没有帐号?立即注册
x
CANONICAL CORRELATION ANALYSIS AND FORECAST
MEAN
49.6597 -5.7554 12.1732 -33.4742 -22.6028 1.3473 2.2411 1.6692 -1.7914 -3.4662
VARIANCE
190.9233 184.4979 150.8748 210.8857 204.2341 14.0435 14.0607 11.9260 14.5060 16.3511
CORRELATION CORFFICIENTS
1
1.00 -0.11 -0.18 -0.13 -0.01 0.04 -0.05 0.09 -0.12 0.04
CORRELATION CORFFICIENTS
2
-0.11 1.00 -0.06 0.09 -0.22 -0.11 -0.01 -0.07 0.19 0.21
CORRELATION CORFFICIENTS
3
-0.18 -0.06 1.00 -0.10 -0.11 0.03 0.10 -0.15 -0.06 0.01
CORRELATION CORFFICIENTS
4
-0.13 0.09 -0.10 1.00 -0.07 0.15 -0.10 0.23 0.12 -0.10
CORRELATION CORFFICIENTS
5
-0.01 -0.22 -0.11 -0.07 1.00 0.15 0.19 -0.29 -0.02 -0.01
CORRELATION CORFFICIENTS
6
0.04 -0.11 0.03 0.15 0.15 1.00 0.35 -0.06 -0.30 -0.31
CORRELATION CORFFICIENTS
7
-0.05 -0.01 0.10 -0.10 0.19 0.35 1.00 -0.04 -0.34 -0.32
CORRELATION CORFFICIENTS
8
0.09 -0.07 -0.15 0.23 -0.29 -0.06 -0.04 1.00 -0.07 -0.28
CORRELATION CORFFICIENTS
9
-0.12 0.19 -0.06 0.12 -0.02 -0.30 -0.34 -0.07 1.00 0.31
CORRELATION CORFFICIENTS
10
0.04 0.21 0.01 -0.10 -0.01 -0.31 -0.32 -0.28 0.31 1.00
1
CHARACTERISTIC ROOT
0.250.080.060.030.00
I= 1KI--STATISTIC= 24
CRITICAL VALUE(0.05)= 0.00000
I= 2KI--STATISTIC= 9
CRITICAL VALUE(0.05)= 26.29623
I= 3KI--STATISTIC= 4
CRITICAL VALUE(0.05)= 0.00000
I= 4KI--STATISTIC= 1
CRITICAL VALUE(0.05)= 9.48773
I= 5KI--STATISTIC= 0
CRITICAL VALUE(0.05)= 0.00000
DS= 2
T= 1 CANONICAL CORRELATION COEFFICIENTS= 0.50058
GROUPING COEFFICIENTS
XU( 1)= -0.16725
XU( 2)= 0.42031
XU( 3)= 0.37070
XU( 4)= -0.53711
XU( 5)= 0.70878
XT( 1)= -0.23300
XT( 2)= 0.54720
XT( 3)= -0.82017
XT( 4)= 0.01982
XT( 5)= 0.12491
CANONICAL VARIATION VALUES--U
0.4464 -1.1679 0.0472 0.0834 -0.8948 -0.2505 0.3072 -0.3867 1.0936 1.3601
-2.1379 -1.8617 -0.9943 -0.3673 -0.0371 -2.3909 -0.7455 0.3330 0.1940 -0.4451
0.0137 1.7784 0.6095 0.2229 0.1964 1.1938 -0.8569 -0.3400 0.5714 0.7769
-0.0040 0.9295 -0.3830 -0.1670 0.4202 1.3842 1.1645 0.1167 1.7355 -0.3930
2.0412 1.7832 -0.7841 1.3149 0.9048 -1.5535 0.3100 -2.0476 0.1451 -0.3140
0.0364 1.1659 0.2623 -0.9164 -0.7966 -0.8914 0.2297 -0.2530 -0.5438 -1.2480
CANONICAL VARIATION VALUES--V
-1.2214 -1.0388 -1.1236 1.0048 0.0421 0.1692 1.7465 -0.5747 0.8551 1.2251
0.3917 0.0872 -0.7532 -0.3594 -1.1754 -0.8203 -0.2792 -1.2669 0.1495 -0.5759
0.0241 0.7340 -1.1354 1.1169 -0.4467 -0.1204 0.3781 -0.9491 1.3779 0.0384
0.0249 0.2970 -0.4762 -0.1410 -1.1199 0.2386 2.7258 0.0548 0.5738 0.2544
1.7823 3.5594 -1.2611 1.6016 -0.3851 -0.5745 -0.7207 -0.8838 -0.6356 -1.5437
-0.7365 0.6441 -0.3043 -0.2782 -0.1635 -0.0673 1.2612 -0.3897 -0.5575 -0.2797
BB
-0.5078 -0.5078 -0.5078 -0.5078 -0.5078 -0.5078 -0.5078 -0.5078 -0.5078 -0.5078
-0.5078 -0.5078 -0.5078 -0.5078 -0.5078 -0.5078 -0.5078 -0.5078 -0.5078 -0.5078
-0.5078 -0.5078 -0.5078 -0.5078 -0.5078
CORRELATION COEFFICIENTS OF CANONICAL VARIATION
GU( 1)= -0.216
GU( 2)= 0.216
GU( 3)= 0.351
GU( 4)= -0.567
GU( 5)= 0.618
GV( 1)= -0.036
GV( 2)= 0.455
GV( 3)= -0.866
GV( 4)= -0.003
GV( 5)= 0.259
RDU= 0.0922
RDV= 0.1027
T= 2 CANONICAL CORRELATION COEFFICIENTS= 0.28322
GROUPING COEFFICIENTS
XU( 1)= 0.10827
XU( 2)= -0.05151
XU( 3)= -0.12630
XU( 4)= -0.81857
XU( 5)= -0.62344
XT( 1)= -0.86942
XT( 2)= -0.06304
XT( 3)= 0.07172
XT( 4)= -0.72082
XT( 5)= 0.21975
CANONICAL VARIATION VALUES--U
-1.6704 1.1314 0.0597 -0.0241 1.2267 -0.6137 -1.0563 -0.9383 -0.8185 -0.3022
-0.0360 -0.0280 0.6193 -0.5584 1.3597 1.2013 -0.4732 -0.2251 -1.2755 0.2024
-1.4936 -1.7131 1.2541 1.3483 0.0988 -0.2407 -0.5147 -0.7428 -1.7535 0.7747
-0.5002 0.7737 0.3109 -0.5831 -0.8233 2.3850 1.7367 0.3411 -0.1114 -0.5174
-0.4616 0.3576 1.0616 -0.0497 -0.9859 -0.7698 1.3894 0.3324 1.4659 -1.2169
1.2297 0.9205 0.8757 -0.9247 0.9723 -1.9872 1.3246 -0.7716 -0.0860 -0.4863
CANONICAL VARIATION VALUES--V
0.4268 2.4895 0.5392 1.9443 -0.5247 -1.1928 -1.6147 -0.6265 1.1281 -0.8388
-0.8139 0.5048 0.5508 0.5873 -0.1392 -1.7334 -0.4034 -0.0141 -0.2809 -1.1060
-1.8743 -0.9593 0.5150 0.7668 0.6749 -2.1650 0.6546 -0.2998 -0.3159 0.2482
-0.2117 2.9798 0.6679 0.2619 -0.3745 -0.7926 1.5763 0.6932 -0.6896 -1.2186
-0.5090 -0.0005 0.0989 -0.5743 -0.8398 -0.8314 -0.0382 0.5459 -0.6200 -1.0415
0.6481 1.4642 1.1185 0.2025 -0.2392 0.4662 -0.4436 0.7503 0.9533 -0.1299
BB
-0.7215 -0.7215 -0.7215 -0.7215 -0.7215 -0.7215 -0.7215 -0.7215 -0.7215 -0.7215
-0.7215 -0.7215 -0.7215 -0.7215 -0.7215 -0.7215 -0.7215 -0.7215 -0.7215 -0.7215
-0.7215 -0.7215 -0.7215 -0.7215 -0.7215
CORRELATION COEFFICIENTS OF CANONICAL VARIATION
GU( 1)= 0.251
GU( 2)= 0.008
GU( 3)= 0.008
GU( 4)= -0.779
GU( 5)= -0.540
GV( 1)= -0.748
GV( 2)= -0.196
GV( 3)= 0.113
GV( 4)= -0.375
GV( 5)= 0.268
RDU= 0.0545
RDV= 0.0466
T= 3 CANONICAL CORRELATION COEFFICIENTS= 0.25147
GROUPING COEFFICIENTS
XU( 1)= -0.11555
XU( 2)= 0.89382
XU( 3)= -0.21474
XU( 4)= 0.07885
XU( 5)= -0.15823
XT( 1)= -0.15071
XT( 2)= 0.21968
XT( 3)= 0.29222
XT( 4)= 0.68811
XT( 5)= 0.57885
CANONICAL VARIATION VALUES--U
-0.0504 2.0065 -1.0223 -0.8913 1.3975 -0.0870 0.1272 0.9445 -1.1805 0.2520
1.0537 1.3052 -1.8605 0.8266 0.1244 -1.9408 0.3024 1.3242 -0.5260 0.1612
-0.2965 0.8879 0.9472 -0.2340 -0.1540 -1.8193 -1.0797 -0.0222 2.2508 1.4700
2.0374 -1.8964 0.8066 -0.5625 -0.5976 0.1027 -0.4330 0.9402 -0.5608 -0.2321
-0.7705 0.7302 -0.0021 -0.9630 1.1581 -1.4446 0.6934 -1.3153 0.6451 -1.2157
-0.3604 -0.8711 0.4203 -0.0622 0.4749 -0.3525 -0.6927 -0.3774 0.0233 0.4608
CANONICAL VARIATION VALUES--V
-0.5767 0.5487 1.7256 -0.8888 -0.3058 0.3105 1.4691 1.7253 0.3162 -0.3948
-0.6279 0.6272 0.3910 0.3271 -0.1328 -1.0304 0.1792 0.5486 1.2823 -0.4082
-1.5879 -0.4656 -0.2641 1.2031 -0.4306 -0.9765 -1.2323 0.0058 1.7664 0.3189
-1.4095 -0.8554 0.7896 0.6198 1.4551 -0.9745 -0.0511 0.6890 0.7851 -0.5297
-1.5753 0.3111 1.3834 0.0104 0.4307 -0.9313 0.8350 0.1296 0.6305 -0.7270
-2.5076 -1.4484 -0.2712 0.5440 -0.3039 -2.4390 1.5862 0.8536 -0.9731 0.5214
BB
-0.7527 -0.7527 -0.7527 -0.7527 -0.7527 -0.7527 -0.7527 -0.7527 -0.7527 -0.7527
-0.7527 -0.7527 -0.7527 -0.7527 -0.7527 -0.7527 -0.7527 -0.7527 -0.7527 -0.7527
-0.7527 -0.7527 -0.7527 -0.7527 -0.7527
CORRELATION COEFFICIENTS OF CANONICAL VARIATION
GU( 1)= -0.185
GU( 2)= 0.961
GU( 3)= -0.239
GU( 4)= 0.205
GU( 5)= -0.333
GV( 1)= -0.480
GV( 2)= -0.266
GV( 3)= 0.083
GV( 4)= 0.820
GV( 5)= 0.687
RDU= 0.0587
RDV= 0.0730
T= 4 CANONICAL CORRELATION COEFFICIENTS= 0.15812
GROUPING COEFFICIENTS
XU( 1)= 1.00712
XU( 2)= 0.31448
XU( 3)= 0.34601
XU( 4)= 0.18308
XU( 5)= 0.21417
XT( 1)= 0.63292
XT( 2)= -0.02806
XT( 3)= 0.25084
XT( 4)= -0.47830
XT( 5)= 0.97200
CANONICAL VARIATION VALUES--U
-0.1060 0.0713 -0.5944 -1.2923 -0.9454 -1.2912 -0.2362 0.0914 1.1073 0.2291
0.4989 1.0861 0.6544 -0.6038 -1.3130 2.0323 -2.2950 1.2529 -0.3529 0.4734
0.3790 -0.0748 -0.1360 0.1567 0.3855 2.3584 1.3091 -1.0290 -0.2537 1.0309
0.4614 0.4487 -0.3077 -1.2885 -0.7262 -0.9359 0.8856 0.1979 0.2329 0.6445
-1.8439 -0.1579 1.0915 0.0082 1.3300 -1.4292 1.1664 -1.0741 -1.0606 -0.2392
-2.3393 0.5123 1.8898 0.3289 -0.4169 0.8454 -0.7954 0.1893 -0.1771 -0.0340
CANONICAL VARIATION VALUES--V
0.8065 2.6986 -0.5585 -2.0737 -1.2019 0.3193 0.6423 -0.9758 -1.6788 -0.4828
-0.6443 0.3140 -0.7738 -0.6788 0.5190 0.5079 0.8771 0.0251 -0.3160 0.7896
-0.0642 1.8385 -0.5078 -0.0865 0.6242 0.0519 1.6501 -1.7084 -0.1502 0.4798
-1.5929 0.2765 -1.8004 -0.1517 1.2273 -1.3664 -0.5765 -0.6074 -1.0418 1.2983
-0.2560 0.4031 0.1155 0.3275 0.1598 -0.5715 1.2952 -0.5640 -0.9447 -0.1163
0.0322 1.7726 -0.0963 0.5441 -0.4698 0.1746 2.3464 -0.7650 0.8987 -0.1939
BB
-0.8445 -0.8445 -0.8445 -0.8445 -0.8445 -0.8445 -0.8445 -0.8445 -0.8445 -0.8445
-0.8445 -0.8445 -0.8445 -0.8445 -0.8445 -0.8445 -0.8445 -0.8445 -0.8445 -0.8445
-0.8445 -0.8445 -0.8445 -0.8445 -0.8445
CORRELATION COEFFICIENTS OF CANONICAL VARIATION
GU( 1)= 0.885
GU( 2)= 0.153
GU( 3)= 0.109
GU( 4)= 0.028
GU( 5)= 0.083
GV( 1)= 0.447
GV( 2)= 0.030
GV( 3)= -0.030
GV( 4)= -0.373
GV( 5)= 0.563
RDU= 0.0261
RDV= 0.0208
T= 5 CANONICAL CORRELATION COEFFICIENTS= 0.00856
GROUPING COEFFICIENTS
XU( 1)= 0.08825
XU( 2)= -0.03567
XU( 3)= -0.87002
XU( 4)= -0.21579
XU( 5)= 0.33892
XT( 1)= 0.15029
XT( 2)= -0.96566
XT( 3)= -0.55289
XT( 4)= -0.05670
XT( 5)= -0.13404
CANONICAL VARIATION VALUES--U
-0.0553 -1.2535 0.9546 0.7957 0.7905 1.7629 0.3133 -1.5302 0.3282 -0.0236
-2.1599 0.1489 -1.9011 -1.2263 0.2949 1.6397 -3.1098 -0.9808 0.0382 0.6305
-0.2712 0.0493 0.0145 0.4246 -0.0868 -1.6989 1.2156 1.6044 0.2156 1.3315
0.5369 -0.7765 -0.6086 0.2404 1.2685 -1.0120 0.5919 0.7369 -0.1937 -0.0706
-1.8060 0.3987 -0.3412 -0.6517 1.0183 -0.8592 -1.0144 -0.5563 0.7534 0.6032
1.3633 -0.2756 -0.4950 0.3987 0.5030 0.0995 0.3093 0.2686 1.1254 0.1890
CANONICAL VARIATION VALUES--V
-1.1726 -0.6312 0.4902 0.0636 1.6346 -2.3598 0.0313 -0.0804 0.0431 1.0574
-1.0637 2.3249 0.8592 0.5837 0.5744 -1.1121 0.4369 -0.1197 -0.4644 -0.2768
-0.4615 0.6450 1.2728 -0.8384 0.5254 -0.5750 1.2643 0.7277 -1.4689 -0.3993
-0.0503 1.1945 -0.5009 -0.2797 -0.5722 -1.2867 0.3096 -1.1011 -0.4473 0.7201
-0.6445 0.6913 -1.6445 1.2456 1.1207 -0.0954 1.5776 -0.4750 0.6008 2.5975
-0.5252 -1.1170 -1.9320 -0.2597 0.4035 -0.6204 0.0391 -0.6405 -0.8109 0.9924
BB
-0.9916 -0.9916 -0.9916 -0.9916 -0.9916 -0.9916 -0.9916 -0.9916 -0.9916 -0.9916
-0.9916 -0.9916 -0.9916 -0.9916 -0.9916 -0.9916 -0.9916 -0.9916 -0.9916 -0.9916
-0.9916 -0.9916 -0.9916 -0.9916 -0.9916
CORRELATION COEFFICIENTS OF CANONICAL VARIATION
GU( 1)= 0.269
GU( 2)= -0.085
GU( 3)= -0.899
GU( 4)= -0.168
GU( 5)= 0.457
GV( 1)= -0.094
GV( 2)= -0.827
GV( 3)= -0.478
GV( 4)= 0.220
GV( 5)= 0.269
RDU= 0.0019
RDV= 0.0018
RDUT= 0.1466RDVT= 0.1493
REGRESSION COEFFICIENTS--BB
0.00 -0.04 0.07 0.00 -0.02
REGRESSION COEFFICIENTS--BB
-0.01 0.10 -0.18 0.00 0.05
REGRESSION COEFFICIENTS--BB
-0.01 0.08 -0.16 0.00 0.05
REGRESSION COEFFICIENTS--BB
0.01 -0.12 0.23 0.00 -0.07
REGRESSION COEFFICIENTS--BB
-0.01 0.16 -0.31 0.00 0.09
RESULTS OF FITTING AND FORECAST
1
1.2 1.6 1.3 1.3 1.6 1.4 1.3 1.4 1.1 1.0
1.9 1.8 1.6 1.4 1.4 2.0 1.5 1.3 1.3 1.5
1.3 0.9 1.2 1.3 1.3 1.0 1.6 1.4 1.2 1.1
1.3 1.1 1.4 1.4 1.2 1.0 1.0 1.3 0.9 1.4
0.8 0.9 1.5 1.0 1.1 1.7 1.3 1.9 1.3 1.4
1.3 1.0 1.3 1.6 1.6 1.6 1.3 1.4 1.5 1.7
2
3.7 -1.5 2.4 2.5 -0.6 1.4 3.2 1.0 5.7 6.6
-4.6 -3.7 -0.9 1.1 2.1 -5.4 -0.1 3.3 2.9 0.8
2.3 7.9 4.2 3.0 2.9 6.1 -0.5 1.2 4.1 4.7
2.2 5.2 1.0 1.7 3.6 6.7 6.0 2.6 7.8 1.0
8.8 7.9 -0.3 6.4 5.1 -2.7 3.2 -4.3 2.7 1.2
2.4 6.0 3.1 -0.7 -0.3 -0.6 3.0 1.4 0.5 -1.8
3
-0.6 7.7 1.4 1.2 6.3 3.0 0.1 3.7 -4.0 -5.4
12.7 11.3 6.8 3.6 1.9 14.0 5.5 -0.1 0.7 4.0
1.6 -7.5 -1.5 0.5 0.7 -4.5 6.1 3.4 -1.3 -2.3
1.7 -3.1 3.7 2.5 -0.5 -5.5 -4.4 1.1 -7.3 3.7
-8.9 -7.6 5.7 -5.1 -3.0 9.7 0.1 12.3 0.9 3.3
1.5 -4.4 0.3 6.4 5.8 6.3 0.5 3.0 4.5 8.1
4
-1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8
-1.7 -1.8 -1.8 -1.8 -1.8 -1.7 -1.8 -1.8 -1.8 -1.8
-1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8
-1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8
-1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.7 -1.8 -1.8
-1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8 -1.8
5
-2.5 -5.9 -3.4 -3.3 -5.4 -4.0 -2.8 -4.3 -1.1 -0.6
-8.0 -7.4 -5.6 -4.2 -3.5 -8.5 -5.0 -2.8 -3.1 -4.4
-3.4 0.3 -2.2 -3.0 -3.0 -0.9 -5.3 -4.2 -2.3 -1.8
-3.5 -1.5 -4.3 -3.8 -2.6 -0.5 -1.0 -3.2 0.2 -4.3
0.9 0.3 -5.1 -0.7 -1.5 -6.8 -2.8 -7.8 -3.2 -4.1
-3.4 -1.0 -2.9 -5.4 -5.2 -5.4 -3.0 -4.0 -4.6 -6.1
|
|