指点读Johansen检验报告

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Date: 01/20/11   Time: 15:38   
Sample (adjusted): 5 182   
Included observations: 178 after adjustments   
Trend assumption: Linear deterministic trend   
Series: DLGS DLGF     
Lags interval (in first differences): 1 to 2   
   
Unrestricted Cointegration Rank Test (Trace)   
   
Hypothesized  Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
   
None *  0.324570  105.9835  15.49471  0.0001
At most 1 *  0.183728  36.13528  3.841466  0.0000
   
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level   
* denotes rejection of the hypothesis at the 0.05 level   
**MacKinnon-Haug-Michelis (1999) p-values   
   
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)   
   
Hypothesized  Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
   
None *  0.324570  69.84817  14.26460  0.0000
At most 1 *  0.183728  36.13528  3.841466  0.0000
   
Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level   
* denotes rejection of the hypothesis at the 0.05 level   
**MacKinnon-Haug-Michelis (1999) p-values   
   
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):     
   
DLGS DLGF   
-475.4632  448.4459   
-7.886501  108.6853   
   
   
Unrestricted Adjustment Coefficients (alpha):     
   
D(DLGS)  0.002950 -0.007477  
D(DLGF) -0.000348 -0.008228  
   
   
1 Cointegrating Equation(s):   Log likelihood  1152.197
   
Normalized cointegrating coefficients (standard error in parentheses)   
DLGS DLGF   
1.000000 -0.943177   
  (0.02342)   
   
Adjustment coefficients (standard error in parentheses)   
D(DLGS) -1.402559   
  (0.65097)   
D(DLGF)  0.165241   
  (0.69617)   



哪位高手能看懂这份检验报告哈，谢谢了，最后的表达式怎么看呢，我是新手请指教哈，嘿嘿，谢谢了！

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关键词：johansen检验 Johansen johans Hansen ans 检验 指点 Johansen

哪位高手来帮帮我呀，真的是希望有谁来指点，谢谢啦！！！！！

我也在学。帮你顶

谢谢啦，请高人指点！