怎样用下面的结果选择约翰森协整检验的形式以及滞后阶数
Date: 07/20/15 Time: 15:28
Sample: 1995 2014
Included observations: 17
Series: GDPG UNE INF
Lags interval: 1 to 2
Selected (0.05 level*) Number of Cointegrating Relations by Model
Data Trend: None None Linear Linear Quadratic
Test Type No Intercept Intercept Intercept Intercept Intercept
No Trend No Trend No Trend Trend Trend
Trace 1 2 3 2 3
Max-Eig 1 1 3 2 3
*Critical values based on MacKinnon-Haug-Michelis (1999)
Information Criteria by Rank and Model
Data Trend: None None Linear Linear Quadratic
Rank or No Intercept Intercept Intercept Intercept Intercept
No. of CEs No Trend No Trend No Trend Trend Trend
Log Likelihood by Rank (rows) and Model (columns)
0 100.4751 100.4751 101.0680 101.0680 104.8406
1 111.0414 120.1402 120.7330 122.0056 123.0455
2 115.3929 127.7471 128.3104 133.9498 134.9336
3 115.7372 130.4381 130.4381 137.1214 137.1214
Akaike Information Criteria by Rank (rows) and Model (columns)
0 -9.702953 -9.702953 -9.419762 -9.419762 -9.510655
1 -10.24017 -11.19297 -11.02741 -11.05949 -10.94653
2 -10.04623 -11.26437 -11.21299 -11.64115* -11.63925
3 -9.380845 -10.75742 -10.75742 -11.19076 -11.19076
Schwarz Criteria by Rank (rows) and Model (columns)
0 -8.820727 -8.820727 -8.390498 -8.390498 -8.334354
1 -9.063865 -9.967655* -9.704076 -9.687135 -9.476153
2 -8.575853 -9.695967 -9.595571 -9.925715 -9.874799
3 -7.616393 -8.845931 -8.845931 -9.132230 -9.132230


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