最近看这块的内容,不是很懂,自己试着做了3变量的JJ检验,结果不知道有没有问题,而且不懂怎么看。。还请哪位大侠明白指点一下~~
Date: 05/12/13 Time: 20:33
Sample: 1981 2011
Included observations: 28
Test assumption: Linear deterministic trend in the data
Series: LNGDP LNIMC LNIMG
Lags interval: 1 to 2
Likelihood 5 Percent 1 Percent Hypothesized
Eigenvalue Ratio Critical Value Critical Value No. of CE(s)
0.673901 37.47477 29.68 35.65 None **
0.180119 6.099289 15.41 20.04 At most 1
0.019052 0.538598 3.76 6.65 At most 2
*(**) denotes rejection of the hypothesis at 5%(1%) significance level
L.R. test indicates 1 cointegrating equation(s) at 5% significance level
Unnormalized Cointegrating Coefficients:
LNGDP LNIMC LNIMG
-0.549285 -0.862154 1.671437
0.804061 0.115536 -0.868632
-0.228291 0.516837 -0.211124
Normalized Cointegrating Coefficients: 1 Cointegrating Equation(s)
LNGDP LNIMC LNIMG C
1.000000 1.569593 -3.042933 1.886475
(0.34520) (0.43548)
Log likelihood 108.6397
Normalized Cointegrating Coefficients: 2 Cointegrating Equation(s)
LNGDP LNIMC LNIMG C
1.000000 0.000000 -0.882529 -4.595849
(0.16508)
0.000000 1.000000 -1.376410 4.129938
(0.11643)
Log likelihood 111.4200