因变量和自变量的各变量都是一阶单整的,但是协整检验的结果是这样的Alternative hypothesis: common AR coefs. (within-dimension)
Weighted
Statistic Prob. Statistic Prob.
Panel v-Statistic -2.159184 0.9846 -3.644206 0.9999
Panel rho-Statistic 6.445950 1.0000 5.887137 1.0000
Panel PP-Statistic 2.000875 0.9773 -2.467326 0.0068
Panel ADF-Statistic 4.123946 1.0000 2.399844 0.9918
Alternative hypothesis: individual AR coefs. (between-dimension)
Statistic Prob.
Group rho-Statistic 8.250882 1.0000
Group PP-Statistic -5.627314 0.0000
Group ADF-Statistic 3.722074 0.9999
这到底是协整的还是不协整……


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