请帮看下Johansen Fisher Panel Cointegration Test？ 谢谢！！！！！

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Pool unit root test: Summary
Series: RER_01, RER_02, RER_03, RER_04, RER_05, RER_06, RER_07,
RER_08, RER_09, RER_10, RER_11, RER_12, RER_13, RER_14,
RER_15, RER_16, RER_17, RER_18, RER_19, RER_20, RER_21,
RER_22, RER_23, RER_24, RER_25, RER_26, RER_27, RER_28,
RER_29, RER_30, RER_31, RER_32, RER_33, RER_34, RER_35,
RER_36, RER_37, RER_38, RER_39, RER_40, RER_41, GDP_01,
GDP_02, GDP_03, GDP_04, GDP_05, GDP_06, GDP_07, GDP_08,
GDP_09, GDP_10, GDP_11, GDP_12, GDP_13, GDP_14, GDP_15,
GDP_16, GDP_17, GDP_18, GDP_19, GDP_20, GDP_21, GDP_22,
GDP_23, GDP_24, GDP_25, GDP_26, GDP_27, GDP_28, GDP_29,
GDP_30, GDP_31, GDP_32, GDP_33, GDP_34, GDP_35, GDP_36,
GDP_37, GDP_38, GDP_39, GDP_40, GDP_41, OPENNESS_01,
OPENNESS_02, OPENNESS_03, OPENNESS_04, OPENNESS_05,
OPENNESS_06, OPENNESS_07, OPENNESS_08, OPENNESS_09,
OPENNESS_10, OPENNESS_11, OPENNESS_12, OPENNESS_13,
OPENNESS_14, OPENNESS_15, OPENNESS_16, OPENNESS_17,
OPENNESS_18, OPENNESS_19, OPENNESS_20, OPENNESS_21,
OPENNESS_22, OPENNESS_23, OPENNESS_24, OPENNESS_25,
OPENNESS_26, OPENNESS_27, OPENNESS_28, OPENNESS_29,
OPENNESS_30, OPENNESS_31, OPENNESS_32, OPENNESS_33,
OPENNESS_34, OPENNESS_35, OPENNESS_36, OPENNESS_37,
OPENNESS_38, OPENNESS_39, OPENNESS_40, OPENNESS_41,
CG_01, CG_02, CG_03, CG_04, CG_05, CG_06, CG_07, CG_08,
CG_09, CG_10, CG_11, CG_12, CG_13, CG_14, CG_15, CG_16,
CG_17, CG_18, CG_19, CG_20, CG_21, CG_22, CG_23, CG_24,
CG_25, CG_26, CG_27, CG_28, CG_29, CG_30, CG_31, CG_32,
CG_33, CG_34, CG_35, CG_36, CG_37, CG_38, CG_39, CG_40,
CG_41
Date: 08/18/09 Time: 13:04
Sample: 1980 2007
Exogenous variables: Individual effects, individual linear trends
Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 5
Newey-West bandwidth selection using Bartlett kernel
			Cross-
Method	Statistic	Prob.**	sections	Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t*	-35.9279	0.0000	160	3879
Breitung t-stat	-20.4227	0.0000	160	3719
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat	-39.2101	0.0000	160	3879
ADF - Fisher Chi-square	1860.67	0.0000	160	3879
PP - Fisher Chi-square	3158.86	0.0000	160	3975
** Probabilities for Fisher tests are computed using an asymptotic Chi
-square distribution. All other tests assume asymptotic normality.

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关键词：Integration Johansen Fisher ration johans 结果 test Panel Unit root

!!!!!!!!!!!!!!!!!

没单位根!
你还应该做下其他的情况吧.

谢谢回复 。还有关于Johansen Fisher Panel Cointegration Test， 请问我的结果有问题么？
Johansen Fisher Panel Cointegration Test

Johansen Fisher Panel Cointegration Test
Series: RER_? GDP_? OPENNESS_? CG_?
Date: 08/18/09   Time: 15:27
Sample: 1980 2007
Included observations: 28
Trend assumption: Linear deterministic trend
Lags interval (in first differences): 1 1

Unrestricted Cointegration Rank Test (Trace and Maximum Eigenvalue)
                               
                               
Hypothesized        Fisher Stat.*                Fisher Stat.*       
No. of CE(s)        (from trace test)        Prob.        (from max-eigen test)        Prob.
                               
                               
None         427.6         0.0000         328.8         0.0000
At most 1         177.4         0.0000         133.2         0.0001
At most 2         105.7         0.0200         85.22         0.2696
At most 3         124.4         0.0007         124.4         0.0007
                               
                               
* Probabilities are computed using asymptotic Chi-square distribution.

smile_lfy 发表于 2009-8-20 16:06
谢谢回复 。还有关于Johansen Fisher Panel Cointegration Test， 请问我的结果有问题么？
Johansen Fish ...

请问你做这个检验用的什么命令？ 是stata的吗？