用matlab对三个序列进行Johansen cointegration test,不知道如何解释结果,请各位帮忙看看~~尤其是H1,r,h的含义~~感激不尽~~
Results Summary (Test 1)
Data: amy
Effective sample size: 1632
Model: H1
Lags: 0
Statistic: trace
Significance level: 0.05
r h stat cValue pValue eigVal
========================================
0 0 25.7420 29.7976 0.1370 0.0085
1 0 11.7820 15.4948 0.1680 0.0048
2 1 3.8812 3.8415 0.0489 0.0024


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