[讨论] 求教高手jj检验中我的迹统计量与最大特征值表示的结果不一致怎么办？怎么解读这个结 [推广有奖]

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tjk 发表于 2013-4-19 16:30:49 |AI写论文

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Unrestricted Cointegration Rank Test (Trace)

Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None *    0.727167    113.2398    76.97277    0.0000
At most 1 *    0.605452    75.57189    54.07904    0.0002
At most 2 *    0.553792    48.60145    35.19275    0.0011
At most 3 *    0.434747    25.19932    20.26184    0.0096
At most 4    0.258040    8.655340    9.164546    0.0624

Trace test indicates 4 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values

Unrestricted Cointegration Rank Test (Maximum Eigenvalue)

Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None *    0.727167    37.66795    34.80587    0.0221
At most 1    0.605452    26.97044    28.58808    0.0793
At most 2 *    0.553792    23.40214    22.29962    0.0350
At most 3 *    0.434747    16.54398    15.89210    0.0395
At most 4    0.258040    8.655340    9.164546    0.0624