都是一阶单整序列,进行协整johansen检验,结果如下,请问协整方程写出来是什么形式呢?多谢了!!
1 Cointegrating Equation(s): Log likelihood -230.3566
Normalized cointegrating coefficients (standard error in parentheses)
X03 X04 X05 X06 @TREND(94M02)
1.000000 0.329675 4.264510 8.544829 -0.228665
(0.11025) (0.84718) (5.13738) (0.03681)
Adjustment coefficients (standard error in parentheses)
D(X03) -0.006114
(0.00949)
D(X04) -0.229314
(0.10237)
D(X05) -0.016017
(0.00267)
D(X06) 0.000281
(0.00026)
[此贴子已经被作者于2009-5-9 0:59:30编辑过]