Alternative hypothesis: common AR coefs. (within-dimension) | |||||
|
|
|
| Weighted |
|
|
| Statistic | Prob. | Statistic | Prob. |
Panel v-Statistic | -2.830925 | 0.9977 | -3.569569 | 0.9998 | |
Panel rho-Statistic | 4.727530 | 1.0000 | 4.162874 | 1.0000 | |
Panel PP-Statistic | -5.912653 | 0.0000 | -10.48674 | 0.0000 | |
Panel ADF-Statistic | -9.109818 | 0.0000 | -6.538607 | 0.0000 | |
Alternative hypothesis: individual AR coefs. (between-dimension) | ||||
|
|
|
| |
|
| Statistic | Prob. | |
Group rho-Statistic | 7.174103 | 1.0000 | ||
Group PP-Statistic | -14.06188 | 0.0000 | ||
Group ADF-Statistic | -11.63505 | 0.0000 | ||
请问这样能说变量之间存在协整关系吗?该如何做下去?


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