fzj320 发表于 2012-10-26 15:45
帮忙检查一下看是什么问题
你的命令是如何?
我这里按如下命令没有出错:
. xtwest let les lfdi, constant lags(1) leads(1) lrwindow(3)
Calculating Westerlund ECM panel cointegration tests..........
Results for H0: no cointegration
With 29 series and 2 covariates
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Statistic | Value | Z-value | P-value |
-----------+-----------+-----------+-----------|
Gt | -2.979 | -5.521 | 0.000 |
Ga | -1.473 | 6.570 | 1.000 |
Pt | -9.868 | -0.623 | 0.267 |
Pa | -0.860 | 4.821 | 1.000 |
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