是一个y=aX1+bX2的简单模型
Eviews检验结果为
Hypothesized Fisher Stat.* Fisher Stat.*
No. of CE(s) (from trace test) Prob. (from max-eigen test) Prob.
None 418.9 0.0000 329.3 0.0000
At most 1 156.1 0.0000 138.9 0.0000
At most 2 105.2 0.0005 105.2 0.0005
At most 2的结果也被拒绝,是说明存在3个的协整关系?
是3个的话…就不知道该怎么解释了0 0
求助 谢谢~