多元线性回归,一阶段单位根,但是协整检验不通过,回归结果却是我想要的,哪位高手指教下该怎么改进啊?此外,在协整检验时,出现下面这样的结果,秩为0的时候统计量才大于临界值,这是说明协整不通过吗?协整不通过,我接下来应该做哪些工作呢?(菜鸟一枚,勿喷)急用~~~~多谢多谢~~~~~~~~~~~!!!!
Johansen tests for cointegration
Trend: constant Number of obs = 50
Sample: 1962 - 2011 Lags = 2
-------------------------------------------------------------------------------
5%
maximum trace critical
rank parms LL eigenvalue statistic value
0 30 -590.70003 . 90.3045 68.52
1 39 -566.48558 0.62038 41.8756* 47.21
2 46 -554.84845 0.37217 18.6013 29.68
3 51 -548.70536 0.21786 6.3152 15.41
4 54 -545.72795 0.11228 0.3603 3.76
5 55 -545.54778 0.00718
. 另外,在做残差检验时,结果如下,是说明只有一个解释变量有效吗?
. varnorm,jbera
Jarque-Bera test
+--------------------------------------------------------+
| Equation | chi2 df Prob > chi2 |
|--------------------+-----------------------------------|
| | g 99.246 2 0.00000 |
| | s 1715.878 2 0.00000 |
| prod | 1.234 2 0.53963 |
| gover | 1.318 2 0.51746 |
| m | 4.348 2 0.11373 |
| ALL | 1822.024 10 0.00000 |
+--------------------------------------------------------+