各位高手帮我看看，这个johansen检验结果说明什么？

Date: 03/12/11   Time: 16:04   
Sample (adjusted): 1984 2009   
Included observations: 26 after adjustments   
Trend assumption: Linear deterministic trend   
Series: LNDGDP LNK1 LNK2 LNK3     
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 *  0.781950  60.58260  47.85613  0.0021
At most 1  0.501439  20.98375  29.79707  0.3586
At most 2  0.104815  2.886971  15.49471  0.9718
At most 3  0.000313  0.008128  3.841466  0.9277
   
Trace test indicates 1 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 *  0.781950  39.59885  27.58434  0.0009
At most 1  0.501439  18.09678  21.13162  0.1263
At most 2  0.104815  2.878843  14.26460  0.9545
At most 3  0.000313  0.008128  3.841466  0.9277
   
Max-eigenvalue test indicates 1 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):     
   
LNDGDP LNK1 LNK2 LNK3
9.967149 -9.153588  2.223146 -0.550610
-4.257079 -3.536589  5.562751  1.957121
-2.582958  0.680430  4.035042 -4.256196
-0.826755  0.061842  0.994506 -2.468313
   
   
Unrestricted Adjustment Coefficients (alpha):     
   
D(LNDGDP) -0.092542  0.020372  0.027057 -0.002732
D(LNK1)  0.037427  0.058203 -0.005304 -0.002177
D(LNK2) -0.014927 -0.019776 -0.005905 -0.001503
D(LNK3)  0.058121 -0.091232  0.011959 -0.001136
   
   
1 Cointegrating Equation(s):   Log likelihood  89.99968
   
Normalized cointegrating coefficients (standard error in parentheses)   
LNDGDP LNK1 LNK2 LNK3
1.000000 -0.918376  0.223047 -0.055243
  (0.09180)  (0.09538)  (0.07051)
   
Adjustment coefficients (standard error in parentheses)   
D(LNDGDP) -0.922379   
  (0.45999)   
D(LNK1)  0.373045   
  (0.37441)   
D(LNK2) -0.148776   
  (0.22838)   
D(LNK3)  0.579301   
  (0.37815)   
   
   
2 Cointegrating Equation(s):   Log likelihood  99.04807
   
Normalized cointegrating coefficients (standard error in parentheses)   
LNDGDP LNK1 LNK2 LNK3
1.000000  0.000000 -0.580145 -0.267619
   (0.09587)  (0.16524)
0.000000  1.000000 -0.874579 -0.231253
   (0.10486)  (0.18073)
   
Adjustment coefficients (standard error in parentheses)   
D(LNDGDP) -1.009105  0.775042  
  (0.49714)  (0.45011)  
D(LNK1)  0.125269 -0.548437  
  (0.37535)  (0.33985)  
D(LNK2) -0.064589  0.206572  
  (0.24249)  (0.21956)  
D(LNK3)  0.967682 -0.209367  
  (0.32860)  (0.29752)  
   
   
3 Cointegrating Equation(s):   Log likelihood  100.4875
   
Normalized cointegrating coefficients (standard error in parentheses)   
LNDGDP LNK1 LNK2 LNK3
1.000000  0.000000  0.000000 -1.154997
    (0.25158)
0.000000  1.000000  0.000000 -1.568991
    (0.37227)
0.000000  0.000000  1.000000 -1.529579
    (0.41516)
   
Adjustment coefficients (standard error in parentheses)   
D(LNDGDP) -1.078991  0.793452  0.016766
  (0.50547)  (0.44626)  (0.32768)
D(LNK1)  0.138968 -0.552046  0.385576
  (0.38558)  (0.34041)  (0.24996)
D(LNK2) -0.049336  0.202553 -0.167020
  (0.24874)  (0.21960)  (0.16125)
D(LNK3)  0.936793 -0.201230 -0.330034
  (0.33616)  (0.29678)  (0.21792)

是不是说明这几个变量没有协整关系啊？

顶起来，大家帮帮忙啊

大家帮个忙，自己顶起来

没人回答啊？

自己顶起来

在5%显著性水平下轨迹检验和最大特征值检验均暗示含有1个协整方程。不过话说楼主你的变量未免多了点，比较可疑

6# bandura

谢谢你的指教，能说的具体点吗?什么地方可疑？

额……

有协整关系，6楼已经告诉你了。
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):     
   
LNDGDP LNK1 LNK2 LNK3
9.967149 -9.153588  2.223146 -0.550610
-4.257079 -3.536589  5.562751  1.957121
-2.582958  0.680430  4.035042 -4.256196
-0.826755  0.061842  0.994506 -2.468313
是协整向量的估计值
1 Cointegrating Equation(s):   Log likelihood  89.99968
   
Normalized cointegrating coefficients (standard error in parentheses)   
LNDGDP LNK1 LNK2 LNK3
1.000000 -0.918376  0.223047 -0.055243
  (0.09180)  (0.09538)  (0.07051)
LNDGDP-0.918376 LNK1 +0.223LNK2-0.055 LNK3=e

一个