特征根迹检验拒绝了无协整假设,而接受了至多一个的假设;但最大特征值检验却接受了无协整假设,同时又拒绝了至多一个的假设。这到底说明社么??为什么会出现接受无协整却拒绝至多一个假设的情况呢??求高人回答。
Unrestricted Cointegration Rank Test (Trace)
None * 0.326778 75.59329 69.81889 0.0161
At most 1 0.301567 41.96051 47.85613 0.1598
At most 2 0.095123 11.45267 29.79707 0.9492
At most 3 0.032430 2.956432 15.49471 0.9688
At most 4 0.001812 0.154188 3.841466 0.6946
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.326778 33.63278 33.87687 0.0534
At most 1 * 0.301567 30.50784 27.58434 0.0205
At most 2 0.095123 8.496236 21.13162 0.8708
At most 3 0.032430 2.802244 14.26460 0.9590
At most 4 0.001812 0.154188 3.841466 0.6946


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