本人第一次用stata检验2个数据的协整关系,用了vecrank得到以下的结果,然后看不懂了=。=
Johansen tests for cointegration
Trend: none Number of obs = 29
Sample: 1982 - 2010 Lags = 2
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5%
maximum trace critical
rank parms LL eigenvalue statistic value
0 4 61.413552 . 20.9988 12.53
1 7 69.002757 0.40749 5.8204 3.84
2 8 71.912971 0.18185
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求助求助~~


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