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[问答] EVIEWS协整方程? [推广有奖]

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楼主
jenny131 发表于 2008-2-20 11:24:00 |AI写论文

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Hypothesized

 

Trace

5 Percent

1 Percent

No. of CE(s)

Eigenvalue

Statistic

Critical Value

Critical Value

 

 

 

 

 

 

 

 

 

 

None *

 0.033499

 19.89849

 15.41

 20.04

At most 1

 0.005628

 2.827760

  3.76

  6.65

 

 

 

 

 

 

 

 

 

 

 Trace test indicates 1 cointegrating equation(s) at the 5% level

 Trace test indicates no cointegration at the 1% level

 

 *(**) 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 *

 0.033499

 17.07073

 14.07

 18.63

At most 1

 0.005628

 2.827760

  3.76

  6.65

 

 

 

 

 

 

 

 

 

 

 Max-eigenvalue test indicates 1 cointegrating equation(s) at the 5% level

 Max-eigenvalue test indicates no cointegration at the 1% level

 *(**) denotes rejection of the hypothesis at the 5%(1%) level

 

 

 

 

 

 Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I): 

 

 

 

 

 

 

 

 

 

 

RMBPUSD

STOCKA

 

 

 

-0.158528

-0.001534

 

 

 

-0.154265

-0.002499

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 Unrestricted Adjustment Coefficients (alpha): 

 

 

 

 

 

 

 

 

 

 

 

D(RMBPUSD)

-0.048794

 0.037028

 

 

D(STOCKA)

 9.662281

 1.765617

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1 Cointegrating Equation(s): 

Log likelihood

-3154.712

 

 

 

 

 

 

 

 

 

 

 

Normalized cointegrating coefficients (standard error in parentheses)

RMBPUSD

STOCKA

 

 

 

 1.000000

 0.009675

 

 

 

 

 (0.00110)

 

 

 

 

 

 

 

 

Adjustment coefficients (standard error in parentheses)

 

D(RMBPUSD)

 0.007735

 

 

 

 

 (0.00400)

 

 

 

D(STOCKA)

-1.531740

 

 

 

 

 (0.40769)

 

 

 

 

 

 

 

 

 

 

 

 

 



请问:这个结果的协整方程如何得出?

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关键词:EVIEWS Views Eview view 协整方程 EVIEWS 方程

沙发
jenny131 发表于 2008-2-20 11:25:00

 

Hypothesized

 

Trace

5 Percent

1 Percent

No. of CE(s)

Eigenvalue

Statistic

Critical Value

Critical Value

 

 

 

 

 

 

 

 

 

 

None *

 0.023583

 16.36175

 15.41

 20.04

At most 1 *

 0.008754

 4.404927

  3.76

  6.65

 

 

 

 

 

 

 

 

 

 

 Trace test indicates 2 cointegrating equation(s) at the 5% level

 Trace test indicates no cointegration at the 1% level

 

 *(**) 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

 0.023583

 11.95682

 14.07

 18.63

At most 1 *

 0.008754

 4.404927

  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): 

 

 

 

 

 

 

 

 

 

 

RMBPUSD

STOCKB

 

 

 

 0.167170

 0.028192

 

 

 

-0.055285

-0.020450

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 Unrestricted Adjustment Coefficients (alpha): 

 

 

 

 

 

 

 

 

 

 

 

D(RMBPUSD)

 0.041099

 0.046015

 

 

D(STOCKB)

-0.728759

 0.203484

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1 Cointegrating Equation(s): 

Log likelihood

-1951.965

 

 

 

 

 

 

 

 

 

 

 

Normalized cointegrating coefficients (standard error in parentheses)

RMBPUSD

STOCKB

 

 

 

 1.000000

 0.168640

 

 

 

 

 (0.01835)

 

 

 

 

 

 

 

 

Adjustment coefficients (standard error in parentheses)

 

D(RMBPUSD)

 0.006870

 

 

 

 

 (0.00421)

 

 

 

D(STOCKB)

-0.121826

 

 

 

 

 (0.03900)

 

 

 

 

 

 

 

 

 

 

 

 

 



这个结果说明有两个协整方程吧?那么协整方程如何得出呢?

藤椅
吕爱飞 发表于 2010-1-2 15:59:29
只看出一个协整方程,这个分析结果得不到协整方程,要另外操作

板凳
婕婕婕 发表于 2010-1-3 21:33:29
怎么看呀?

报纸
lovedezhang 发表于 2010-6-10 16:32:01
晕呀,谁能快点帮忙解决一下
玲玲

地板
zhaozhenfeng 发表于 2010-6-10 16:43:11
同问,怎么得出协整方程?
德足以怀远,信足以一异,义足以得众,才足以鉴古,明足以照下。此人之俊也

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