1 Cointegrating Equation(s): Log likelihood 790.1974
Normalized cointegrating coefficients (standard error in parentheses)
LEI_SA LFER_SA LSZ_SA
1.000000 -0.928588 -0.564146
(0.22187) (0.46663)
Adjustment coefficients (standard error in parentheses)
D(LEI_SA) 0.002508
(0.00335)
D(LFER_SA) 0.005438
(0.00080)
D(LSZ_SA) -0.005070
(0.00593)
2 Cointegrating Equation(s): Log likelihood 792.1909
Normalized cointegrating coefficients (standard error in parentheses)
LEI_SA LFER_SA LSZ_SA
1.000000 0.000000 -2.603499
(0.11782)
0.000000 1.000000 -2.196186
(0.12004)
Adjustment coefficients (standard error in parentheses)
D(LEI_SA) 0.001292 -0.006535
(0.00352) (0.00495)
D(LFER_SA) 0.005514 -0.004787
(0.00085) (0.00119)
D(LSZ_SA) -0.001999 0.015328
(0.00621) (0.00874)
怎么判断是第一个还是第二个啊?还有怎么调用协整序列的图啊?


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