请教:我用Eviews8.0 做panel cointegration test, 三个变量,想看一看这三个变量存不存在协整。之前已经做过单根检验,都是一阶平稳。但是做出来的协整检验结果很奇怪,Panel rho-Statistic,Panel PP-Statistic和Panel ADF-Statistic都可以看出来,p值均为0,但是Panel v-Statistic得p值居然是1。为什么同一个test,不同的方法会有这么大的差别?这样的结果要怎么解释?到底存不存在协整呢?
Alternative hypothesis: common AR coefs. (within-dimension)
Weighted
Statistic Prob. Statistic Prob.
Panel v-Statistic -140.1911 1.0000 -3.888622 0.9999
Panel rho-Statistic -14.58715 0.0000 -18.56346 0.0000
Panel PP-Statistic -17.29103 0.0000 -21.28538 0.0000
Panel ADF-Statistic -10.93834 0.0000 -24.70867 0.0000
Alternative hypothesis: individual AR coefs. (between-dimension)
Statistic Prob.
Group rho-Statistic -12.01752 0.0000
Group PP-Statistic -23.78207 0.0000
Group ADF-Statistic -22.13274 0.0000