协整检验结果怎么看？

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Date: 05/17/10   Time: 23:09   
Sample: 1991:04 2010:04   
Included observations: 224   
Test assumption: Linear deterministic trend in the data   
Series: SH SZ     
Lags interval: 1 to 4   
   
Likelihood 5 Percent 1 Percent Hypothesized
Eigenvalue Ratio Critical Value Critical Value No. of CE(s)
   
0.065936  17.74057  15.41  20.04       None *
0.010928  2.461399   3.76   6.65    At most 1
   
*(**) denotes rejection of the hypothesis at 5%(1%) significance level   
L.R. test indicates 1 cointegrating equation(s) at 5% significance level   
   
Unnormalized Cointegrating Coefficients:   
   
SH SZ   
4.16E-05  8.36E-06   
-0.000249  6.78E-05   
   
   
Normalized Cointegrating Coefficients: 1 Cointegrating Equation(s)   
   
SH SZ C  
1.000000  0.200843 -2502.577  
  (0.71189)   
   
Log likelihood -3106.615

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关键词：协整检验 coefficients significance observations Integrating 检验 结果

Likelihood 5 Percent 1 Percent Hypothesized
Eigenvalue Ratio Critical Value Critical Value No. of CE(s)
   
0.065936  17.74057  15.41  20.04       None *
0.010928  2.461399   3.76   6.65    At most 1
   
*(**) denotes rejection of the hypothesis at 5%(1%) significance level   
L.R. test indicates 1 cointegrating equation(s) at 5% significance level   
本文来自: 人大经济论坛 详细出处参考：http://www.pinggu.org/bbs/viewth ... &from^^uid=971689

检验结果表明存在一个协整方程：SH=0.2008SZ-2502.577

应该是1*SH+0.2008*SZ-2502.577=0吧，也就是说，SH=-0.2008SZ+2502.577吧。
虽然“深市与沪市走势呈反向关系”这一结果很二……

同意楼上