Hypothesized |
| Trace | 0.05 |
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No. of CE(s) | Eigenvalue | Statistic | Critical Value | Prob.** | ||||
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None * | 0.931665 | 71.56035 | 40.17493 | 0.0000 | ||||
At most 1 * | 0.658003 | 25.94370 | 24.27596 | 0.0306 | ||||
At most 2 | 0.316950 | 7.703476 | 12.32090 | 0.2606 | ||||
At most 3 | 0.069431 | 1.223303 | 4.129906 | 0.3135 | ||||
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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 |
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Unrestricted Cointegration Rank Test (Maximum Eigenvalue) | ||||||||
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Hypothesized |
| Max-Eigen | 0.05 |
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No. of CE(s) | Eigenvalue | Statistic | Critical Value | Prob.** | ||||
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None * | 0.931665 | 45.61664 | 24.15921 | 0.0000 | ||||
At most 1 * | 0.658003 | 18.24023 | 17.79730 | 0.0429 | ||||
At most 2 | 0.316950 | 6.480173 | 11.22480 | 0.2983 | ||||
At most 3 | 0.069431 | 1.223303 | 4.129906 | 0.3135 |
通过检验了没?急求!这个下面还有一大串看不懂的东西,字数不够,打不出来。协整检验到底怎么看结果?谢谢了