以下这个协整分析的结果,即接受了两变量不存在协整的假设,又接受两个变量最多存在一个协整的假设,这怎么办呢?
Likelihood 5 Percent 1 Percent Hypothesized
Eigenvalue Ratio Critical Value Critical Value No. of CE(s)
0.030778 7.714807 15.41 20.04 None
0.012249 2.181442 3.76 6.65 At most 1
*(**) denotes rejection of the hypothesis at 5%(1%) significance level
L.R. rejects any cointegration at 5% significance level


雷达卡


京公网安备 11010802022788号







