[软件] views协整检验结果是这样怎么看？ [推广有奖]

0关注
0粉丝

本科生

59%

还不是VIP/贵宾

威望: 0 级
论坛币: 3 个
通用积分: 1.0003
学术水平: 0 点
热心指数: 0 点
信用等级: 0 点
经验: 662 点
帖子: 77
精华: 0
在线时间: 37 小时
注册时间: 2018-8-22
最后登录: 2018-12-17

楼主

15859339971 发表于 2018-11-25 22:23:54 |AI写论文

是否 +2 论坛币

k人参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

eviews协整检验j结果怎么看

Date: 11/25/18 Time: 22:28
Sample (adjusted): 2000 2014
Included observations: 15 after adjustments
Trend assumption: Linear deterministic trend
Series: LNIMPORT LNEXCHANGERATE LNCPI LNAREA
Lags interval (in first differences): 1 to 1

Unrestricted Cointegration Rank Test (Trace)

Hypothesized  Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None *  0.893223  77.95032  47.85613  0.0000
At most 1 *  0.808159  44.39515  29.79707  0.0006
At most 2 *  0.680565  19.62882  15.49471  0.0112
At most 3  0.154127  2.510790  3.841466  0.1131

Trace test indicates 3 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values

Unrestricted Cointegration Rank Test (Maximum Eigenvalue)

Hypothesized  Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None *  0.893223  33.55517  27.58434  0.0076
At most 1 *  0.808159  24.76633  21.13162  0.0147
At most 2 *  0.680565  17.11803  14.26460  0.0172
At most 3  0.154127  2.510790  3.841466  0.1131

Max-eigenvalue test indicates 3 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values

Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):

LNIMPORT LNEXCHANGERATE LNCPI LNAREA
0.714957 -7.151125 -17.08464  8.439629
-2.871058 -20.64657  0.445229  2.952271
1.438895  21.59348 -18.18981 -7.306910
2.041253  18.12766 -6.999375 -20.15064

Unrestricted Adjustment Coefficients (alpha):

D(LNIMPORT) -0.096842  0.174284  0.051750 -0.033896
D(LNEXCHANGERATE)  0.002100  0.012268  0.002019  0.004583
D(LNCPI)  0.047344  0.005195  0.068991  0.003029
D(LNAREA) -0.050331  0.027629  0.012891 -0.001831

1 Cointegrating Equation(s): Log likelihood  100.3726

Normalized cointegrating coefficients (standard error in parentheses)
LNIMPORT LNEXCHANGERATE LNCPI LNAREA
1.000000 -10.00217 -23.89603  11.80438
  (2.67596)  (3.52342)  (2.99077)

Adjustment coefficients (standard error in parentheses)
D(LNIMPORT) -0.069238
  (0.05334)
D(LNEXCHANGERATE)  0.001501
  (0.00432)
D(LNCPI)  0.033849
  (0.02044)
D(LNAREA) -0.035984
  (0.00927)

2 Cointegrating Equation(s): Log likelihood  112.7558

Normalized cointegrating coefficients (standard error in parentheses)
LNIMPORT LNEXCHANGERATE LNCPI LNAREA
1.000000  0.000000 -10.08489  4.339065
(1.63296)  (1.04550)
0.000000  1.000000  1.380814 -0.746370
(0.21627)  (0.13846)

Adjustment coefficients (standard error in parentheses)
D(LNIMPORT) -0.569617 -2.905834
  (0.13850)  (1.02281)
D(LNEXCHANGERATE) -0.033721 -0.268315
  (0.01318)  (0.09731)
D(LNCPI)  0.018935 -0.445814
  (0.08442)  (0.62347)
D(LNAREA) -0.115309 -0.210521
  (0.02701)  (0.19945)

3 Cointegrating Equation(s): Log likelihood  121.3148

Normalized cointegrating coefficients (standard error in parentheses)
LNIMPORT LNEXCHANGERATE LNCPI LNAREA
1.000000  0.000000  0.000000  3.566377
(1.42951)
0.000000  1.000000  0.000000 -0.640574
(0.14913)
0.000000  0.000000  1.000000 -0.076618
(0.11470)

Adjustment coefficients (standard error in parentheses)
D(LNIMPORT) -0.495154 -1.788367  0.790780
  (0.14317)  (1.33681)  (1.08613)
D(LNEXCHANGERATE) -0.030816 -0.224709 -0.067150
  (0.01448)  (0.13524)  (0.10988)
D(LNCPI)  0.118205  1.043942 -2.061473
  (0.05557)  (0.51891)  (0.42160)
D(LNAREA) -0.096760  0.067838  0.637702
  (0.02650)  (0.24741)  (0.20101)