这个是本人做的一个协整分析,存在一个协整关系,但 下面的输出结果看不懂,不知道协整方程到底选哪个系数,请高手指教。
1 Cointegrating Equation(s): Log likelihood -226.7346
Normalized cointegrating coefficients (standard error in parentheses)
DCPI DCCI DM1
1.000000 -0.190543 0.025076
(0.03003) (0.02368)
Adjustment coefficients (standard error in parentheses)
D(DCPI) -0.079966
(0.09065)
D(DCCI) 1.931149
(0.47244)
D(DM1) -0.189917
(0.22931)
2 Cointegrating Equation(s): Log likelihood -225.4245
Normalized cointegrating coefficients (standard error in parentheses)
DCPI DCCI DM1
1.000000 0.000000 2.579557
(1.77328)
0.000000 1.000000 13.40630
(9.30529)
Adjustment coefficients (standard error in parentheses)
D(DCPI) -0.082303 0.016635
(0.08768) (0.01673)
D(DCCI) 1.925158 -0.364385
(0.46881) (0.08946)
D(DM1) -0.190050 0.036267
(0.22934) (0.04376)


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