Hypothesized |
| Trace | 0.05 | Max-Eigen | 0.05 |
No. of CE(s) | Eigenvalue | Statistic | CriticalValue | Statistic | CriticalValue |
None * | 0.940864 | 84.27151 | 47.85613 | 50.90257 | 27.58434 |
At most 1 * | 0.640969 | 33.36894 | 29.79707 | 18.43823 | 21.13162 |
At most 2 | 0.442899 | 14.93071 | 15.49471 | 10.530170 | 14.26460 |
At most 3* | 0.216884 | 3.841466 | 4.400539 | 4.400539 | 3.841466 |
在r<=2的时候是接受原假设的,说明至多存在二个协整关系的。而在r<=3时,却又是拒绝原假设的,说明存在至少三个协整关系的,johansen协整检验结果矛盾怎么办?谢谢哦!