Pedroni Residual Cointegration Test
Series: GBY? IE? IEF? FDI? GS? ST?
Date: 11/02/15 Time: 20:49
Sample: 2005 2012
Included observations: 8
Cross-sections included: 13
Null Hypothesis: No cointegration
Trend assumption: No deterministic trend
Automatic lag length selection based on SIC with a max lag of 0
Newey-West automatic bandwidth selection and Bartlett kernel
Alternative hypothesis: common AR coefs. (within-dimension)
Weighted
Statistic Prob. Statistic Prob.
Panel v-Statistic -1.869207 0.9692 -1.663331 0.9519
Panel rho-Statistic 4.613787 1.0000 4.060438 1.0000
Panel PP-Statistic -1.957523 0.0251 -2.765152 0.0028
Panel ADF-Statistic -0.014144 0.4944 -1.413777 0.0787
Alternative hypothesis: individual AR coefs. (between-dimension)
Statistic Prob.
Group rho-Statistic 5.739629 1.0000
Group PP-Statistic -9.325088 0.0000
Group ADF-Statistic -3.685844 0.0001
如题,这是Pedroni检验的结果,请问怎么看呢?还有原数据有的平稳有的一阶单整,那么做协整是用原数据还是协整后的数据呢?求大神解答~~~~