一共有四个自变量的非平稳时间序列,用ADF检验每个变量是I(1)过程,做johansen协整检验的时候满秩,这种情况应该怎么处理呢~跪求大神指导!!
varsoc logy logu logt logl logk
Selection-order criteria
Sample: 1982 - 2014 Number of obs = 33
+---------------------------------------------------------------------------+
|lag | LL LR df p FPE AIC HQIC SBIC |
|----+----------------------------------------------------------------------|
| 0 | 39.2145 8.7e-08 -2.0736 -1.99731 -1.84686 |
| 1 | 298.193 517.96 25 0.000 6.1e-14 -16.2541 -15.7964 -14.8937 |
| 2 | 341.194 86.003 25 0.000 2.3e-14 -17.3451 -16.5059 -14.8509 |
| 3 | 374.435 66.481 25 0.000 1.9e-14 -17.8445 -16.6239 -14.2166 |
| 4 | 451.202 153.53* 25 0.000 1.7e-15* -20.9819* -19.3798* -16.2203* |
+---------------------------------------------------------------------------+
Endogenous: logy logu logt logl logk
Exogenous: _cons
vecrank logy logu logt logl logk,lags(4)
Johansen tests for cointegration
Trend: constant Number of obs = 33
Sample: 1982 - 2014 Lags = 4
-------------------------------------------------------------------------------
5%
maximum trace critical
rank parms LL eigenvalue statistic value
0 80 327.78638 . 246.8308 68.52
1 89 371.39234 0.92884 159.6189 47.21
2 96 403.51354 0.85726 95.3765 29.68
3 101 430.01988 0.79940 42.3638 15.41
4 104 448.37695 0.67128 5.6497 3.76
5 105 451.2018 0.15735
-------------------------------------------------------------------------------


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