[问答] 急急急，求助Eviews6.0 面板数据协整结果分析 [推广有奖]

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kaluolin717 发表于 2016-9-5 19:48:39 |AI写论文

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Eviews6.0面板数据进行的协整检验，结果如下，该怎么分析，高手教下，非常感谢！
Pedroni Residual Cointegration Test
Series: ROE? CR5? SIZE? DAR?
Date: 09/05/16 Time: 19:47
Sample: 2011 2015
Included observations: 5
Cross-sections included: 256
Null Hypothesis: No cointegration
Trend assumption: No deterministic trend
User-specified lag length: 1
Newey-West automatic bandwidth selection and Bartlett kernel

Alternative hypothesis: common AR coefs. (within-dimension)
Weighted
Statistic Prob. Statistic Prob.
Panel v-Statistic -5.854774    1.0000 -7.868847    1.0000
Panel rho-Statistic    10.78968    1.0000    10.13617    1.0000
Panel PP-Statistic -21.17883    0.0000 -29.98047    0.0000
Panel ADF-Statistic -14.12199    0.0000 -20.53560    0.0000

Alternative hypothesis: individual AR coefs. (between-dimension)

Statistic Prob.
Group rho-Statistic    18.48499    1.0000
Group PP-Statistic -40.41625    0.0000
Group ADF-Statistic -225.8537    0.0000

Cross section specific results