Alternative hypothesis: common AR coefs. (within-dimension)
Weighted
Statistic Prob. Statistic Prob.
Panel v-Statistic 1.547432 0.0609 0.906286 0.1824
Panel rho-Statistic -2.574012 0.0050 -2.317791 0.0102
Panel PP-Statistic -5.192892 0.0000 -3.534569 0.0002
Panel ADF-Statistic -2.964786 0.0015 -3.017730 0.0013
Alternative hypothesis: individual AR coefs. (between-dimension)
Statistic Prob.
Group rho-Statistic -0.218829 0.4134
Group PP-Statistic -5.494804 0.0000
Group ADF-Statistic -3.667722 0.0001
请问这个能说明存在协整关系吗



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