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我想请问一下,Westerlund 检验的结果小于0.1是否可以说明拒绝“不存在协整关系”的原假设呢?
求各位大佬指点
Westerlund test for cointegration
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H0: No cointegration Number of panels = 13
Ha: Some panels are cointegrated Number of periods = 19
Cointegrating vector: Panel specific
Panel means: Included
Time trend: Not included
AR parameter: Panel specific
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Statistic p-value
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Variance ratio -1.3338 0.0911
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