大神们好,我是菜鸟级别的,刚用eviews做出了单位根检验的结果,不知道可不可以直接做协整检验?请大神帮忙,不胜感激
Pool unit root test: Summary
Series: INY_D, INY_Z, INY_X, INK_D, INK_Z, INK_X, INL_D, INL_Z, INL_X
Date: 02/24/14 Time: 11:34
Sample: 1993 2011
Exogenous variables: Individual effects, individual linear trends
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0 to 3
and Bartlett kernel
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -2.03735 0.0208 9 150
Breitung t-stat 0.14438 0.5574 9 141
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -1.19922 0.1152 9 150
ADF - Fisher Chi-square 36.8256 0.0055 9 150
PP - Fisher Chi-square 10.0650 0.9298 9 162
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.


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