急求大虾们：如何分析johansen检验结果？

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它们之间存在协整关系吗？如何得出？谢谢


Date: 04/12/10   Time: 10:43     
Sample (adjusted): 9/14/2006 3/31/2010     
Included observations: 861 after adjustments     
Trend assumption: Linear deterministic trend     
Series: YY DQ JS TX YD      
Lags interval (in first differences): 1 to 10     
     
Unrestricted Cointegration Rank Test (Trace)     
     
Hypothesized  Trace 0.05  
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
     
None  0.030325  49.74935  69.81889  0.6486
At most 1  0.015070  23.23535  47.85613  0.9571
At most 2  0.007934  10.16150  29.79707  0.9778
At most 3  0.003801  3.303128  15.49471  0.9514
At most 4  2.82E-05  0.024242  3.841466  0.8762
     
Trace test indicates no cointegration 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  0.030325  26.51400  33.87687  0.2903
At most 1  0.015070  13.07385  27.58434  0.8808
At most 2  0.007934  6.858374  21.13162  0.9592
At most 3  0.003801  3.278887  14.26460  0.9264
At most 4  2.82E-05  0.024242  3.841466  0.8762
     
Max-eigenvalue test indicates no cointegration 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):

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关键词：johansen检验 Johansen johans Hansen ans adjusted Series 如何

迹统计量和最大特征值检验都不存在协整关系

得到不出来。。。。。

同意2楼   迹统计量和最大特征值检验都不存在协整关系

没有协整关系