Results for H0: no cointegration
With 42 series and 2 covariates
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Statistic | Value | Z-value | P-value |
-----------+-----------+-----------+-----------|
Gt | -4.401 | -14.431 | 0.000 |
Ga | -0.283 | 11.801 | 1.000 |
Pt | -7.345 | 8.293 | 1.000 |
Pa | -0.277 | 9.790 | 1.000 |
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求STATA 高手看看这个结果 给点提示,急~!