[求助]协整检验

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大家好，请问在eviews软件中如何使用Johansen 协整检验，

为什么我按照说明：选择变量---group statastics---cointegration test分析得出的结果没有常数这一项，谢谢大家

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关键词：协整检验 Integration statastics EViews软件 Johansen 检验

Hypothesized		Trace	0.05
No. of CE(s)	Eigenvalue	Statistic	Critical Value	Prob.**
None *	0.694852	41.40484	29.79707	0.0015
At most 1 *	0.523197	17.66570	15.49471	0.0232
At most 2	0.132927	2.852644	3.841466	0.0912
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized		Max-Eigen	0.05
No. of CE(s)	Eigenvalue	Statistic	Critical Value	Prob.**
None *	0.694852	23.73915	21.13162	0.0210
At most 1 *	0.523197	14.81305	14.26460	0.0409
At most 2	0.132927	2.852644	3.841466	0.0912
Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
LNEX1	LNWGDP	LNREER
-0.216455	1.882862	-8.676645
1.176988	1.294788	5.202153
3.590481	-7.504396	-3.398752
Unrestricted Adjustment Coefficients (alpha):
D(LNEX1)	0.013107	0.081533	0.018887
D(LNWGDP)	0.026916	-0.036179	0.013872
D(LNREER)	0.030800	0.010709	-0.022958
1 Cointegrating Equation(s):		Log likelihood	76.88799
Normalized cointegrating coefficients (standard error in parentheses)
LNEX1	LNWGDP	LNREER
1.000000	-8.698630	40.08521
	(3.05803)	(8.39057)

这是我得到的分析结果，分析得出的结果没有常数这一项，这是为什么啊？请高人指示一下，非常感谢

Hypothesized		Trace	0.05
No. of CE(s)	Eigenvalue	Statistic	Critical Value	Prob.**
None *	0.694852	41.40484	29.79707	0.0015
At most 1 *	0.523197	17.66570	15.49471	0.0232
At most 2	0.132927	2.852644	3.841466	0.0912
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized		Max-Eigen	0.05
No. of CE(s)	Eigenvalue	Statistic	Critical Value	Prob.**
None *	0.694852	23.73915	21.13162	0.0210
At most 1 *	0.523197	14.81305	14.26460	0.0409
At most 2	0.132927	2.852644	3.841466	0.0912
Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
LNEX1	LNWGDP	LNREER
-0.216455	1.882862	-8.676645
1.176988	1.294788	5.202153
3.590481	-7.504396	-3.398752
Unrestricted Adjustment Coefficients (alpha):
D(LNEX1)	0.013107	0.081533	0.018887
D(LNWGDP)	0.026916	-0.036179	0.013872
D(LNREER)	0.030800	0.010709	-0.022958
1 Cointegrating Equation(s):		Log likelihood	76.88799
Normalized cointegrating coefficients (standard error in parentheses)
LNEX1	LNWGDP	LNREER
1.000000	-8.698630	40.08521
	(3.05803)	(8.39057)

这是我得到的分析结果，分析得出的结果没有常数这一项，这是为什么啊？请高人指示一下，非常感谢

从P值的结果上看，第一个和第二个原假设被拒绝，可知存在两个协整关系。没有常数项是因为在进行检验时选择的形式有关，如果你选择协整方程（CE）有截距，就会出现常数项了