【请教】大家帮忙看下，这个协整方程该怎么写，谢谢！

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下面是我做协整检验得出的结果，请大家帮我看一下，标准化的协整方程应该怎么写，特别是常数项从哪里得出？ 很着急用，谢谢啦！ Date: 03/26/07 Time: 21:32
Sample (adjusted): 1991 2005
Included observations: 15 after adjustments
Trend assumption: Linear deterministic trend
Series: DLNFDI DLNIPR
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 *	0.602150	17.16809	15.49471	0.0277
At most 1	0.199772	3.342871	3.841466	0.0675
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	0.602150	13.82522	14.26460	0.0586
At most 1	0.199772	3.342871	3.841466	0.0675
Max-eigenvalue test indicates no cointegration 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):
DLNFDI	DLNIPR
-0.416110	9.253801
5.673764	1.240997
Unrestricted Adjustment Coefficients (alpha):
D(DLNFDI)	0.054239	-0.083706
D(DLNIPR)	-0.169813	-0.033790
1 Cointegrating Equation(s):		Log likelihood	10.44418
Normalized cointegrating coefficients (standard error in parentheses)
DLNFDI	DLNIPR
1.000000	-22.23881
	(6.06852)
Adjustment coefficients (standard error in parentheses)
D(DLNFDI)	-0.022569
	(0.02669)
D(DLNIPR)	0.070661
	(0.02183)

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关键词：协整方程 coefficients unrestricted observations Integrating 方程 帮忙 个协

哪位帮下忙啊，谢谢！

太混乱了，你好好编辑一下，给出核心部分就好了！

已经搞明白了

rosamxj 发表于 2007-3-27 15:40
已经搞明白了

您好，请问您怎么得出的常数项呀