我做的协整检验的结果如下,标准化后系数给了标准差,没有t统计量。我看好多文献都给出了t统计量。怎么得到的,望赐教,谢谢
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
LNTB LNY LNR C
3.380523 -21.28125 -0.678596 284.4690
-0.653187 -9.347937 -11.99941 204.1539
0.422942 3.036528 -4.638516 -28.84397
Unrestricted Adjustment Coefficients (alpha):
D(LNTB) -0.035947 0.045814 0.034582
D(LNY) 0.020330 0.008247 0.003421
D(LNR) 9.88E-05 -0.010982 0.007351
1Cointegrating Equation(s): Log likelihood 169.4304
Normalized cointegrating coefficients (standard error in parentheses)
LNTB LNY LNR C
1.000000 -6.295255 -0.200737 84.14939
(0.71636) (1.00751) (13.1255)
Adjustment coefficients (standard error in parentheses)
D(LNTB) -0.121519
(0.06896)
D(LNY) 0.068726
(0.01501)
D(LNR) 0.000334
(0.01493)


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