Johansen Fisher Panel Cointegration Test |
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Series: CPC? DPI? AHP? |
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Date: 12/26/09 |
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Sample: 1996 2008 |
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Included observations: 13 |
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Trend assumption: Linear deterministic trend |
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Lags interval (in first differences): 1 1 |
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Unrestricted Cointegration Rank Test (Trace and Maximum Eigenvalue) | ||||
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Hypothesized | Fisher Stat.* |
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No. of CE(s) | (from trace test) | Prob. | (from max-eigen test) | Prob. |
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None | 473.8 | 0.0000 | 322.0 | 0.0000 |
At most 1 | 248.8 | 0.0000 | 192.2 | 0.0000 |
At most 2 | 170.2 | 0.0000 | 170.2 | 0.0000 |
到底有无协整关系;特别是后面两个结果的意思,怎么理解!!!非常感谢!另外用KAO检验可以检验多变量协整吗