我用eviews6.0先做了单位根检验,然后再做协整,输出结果是:
Pedroni Residual Cointegration Test
Series: CP? IP?
Date: 06/17/09 Time: 17:04
Sample: 1996 2002
Included observations: 7
Cross-sections included: 15
Null Hypothesis: No cointegration
Trend assumption: No deterministic trend
Lag selection: fixed at 1
Newey-West bandwidth selection with Bartlett kernel
Alternative hypothesis: common AR coefs. (within-dimension)
Weighted
Statistic Prob. Statistic Prob.
Panel v-Statistic 2.985335 0.0014 0.652911 0.2569
Panel rho-Statistic -1.521456 0.0641 -0.194245 0.4230
Panel PP-Statistic -5.340327 0.0000 -5.053746 0.0000
Panel ADF-Statistic -0.682419 0.2475 -3.313953 0.0005
Alternative hypothesis: individual AR coefs. (between-dimension)
Statistic Prob.
Group rho-Statistic 1.721630 0.9574
Group PP-Statistic -4.399734 0.0000
Group ADF-Statistic -3.158663 0.0008
Cross section specific results
请问怎么判定它是协整啊,还有PANEL和GROUP应该选择哪个来分析?谢谢啦


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