ca.jo(varvector,type = 'trace',K=p[j,1],season =NULL,dumvar =NULL) 这是我的程序,varvector里面是两变量组合成的矩阵
检验的结果如下:
Values of teststatistic and critical values of test:
test 10pct 5pct 1pct
r <= 1 | 5.72 6.50 8.18 11.65
r = 0 | 27.58 15.66 17.95 23.52
Eigenvectors, normalised to first column:
(These are the cointegration relations)