EVIEWS协整方程如何得出?

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

 

Date: 02/20/08   Time: 11:04
Sample (adjusted): 8/01/2005 10/31/2007
Included observations: 501 after adjustments
Trend assumption: Linear deterministic trend
Series: RMBPHKD STOCKB
Lags interval (in first differences): 1 to 4
Hypothesized		Trace	5 Percent	1 Percent
No. of CE(s)	Eigenvalue	Statistic	Critical Value	Critical Value
None	0.021148	11.37817	15.41	20.04
At most 1	0.001336	0.669545	3.76	6.65
Trace test indicates no cointegration at both 5% and 1% levels
*(**) denotes rejection of the hypothesis at the 5%(1%) level
Hypothesized		Max-Eigen	5 Percent	1 Percent
No. of CE(s)	Eigenvalue	Statistic	Critical Value	Critical Value
None	0.021148	10.70863	14.07	18.63
At most 1	0.001336	0.669545	3.76	6.65
Max-eigenvalue test indicates no cointegration at both 5% and 1% levels
*(**) denotes rejection of the hypothesis at the 5%(1%) level
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
RMBPHKD	STOCKB
1.134291	0.027932
-0.206888	-0.015697
Unrestricted Adjustment Coefficients (alpha):
D(RMBPHKD)	0.005564	0.002393
D(STOCKB)	-0.684151	0.083557
1 Cointegrating Equation(s):		Log likelihood	-951.7308
Normalized cointegrating coefficients (standard error in parentheses)
RMBPHKD	STOCKB
1.000000	0.024625

请问得出这个协整结果后，如何得出协整方程呢？

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：EVIEWS Views Eview view 协整方程 adjusted Series levels 如何

标准化后的协整系数就是协整方程

一堆乱码啊

主要看这个，这是协整向量 (1,0.0246) RMBPHKD = 0.024625STOCKB Normalized cointegrating coefficients (standard error in parentheses)
RMBPHKD	STOCKB
1.000000	0.024625