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Date: 08/29/10   Time: 23:55   
Sample (adjusted): 1983 2008   
Included observations: 26 after adjustments   
Trend assumption: Linear deterministic trend   
Series: FAI CPI     
Lags interval (in first differences): No lags   
   
Unrestricted Cointegration Rank Test (Trace)   
   
Hypothesized  Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
   
None *  0.663739  37.62261  15.49471  0.0000
At most 1 *  0.300336  9.286040  3.841466  0.0023
   
Trace test indicates 2 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 *  0.663739  28.33657  14.26460  0.0002
At most 1 *  0.300336  9.286040  3.841466  0.0023
   
Max-eigenvalue test indicates 2 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):     
   
FAI CPI   
0.071581 -0.095321   
0.032692  0.128386   
   
   
Unrestricted Adjustment Coefficients (alpha):     
   
D(FAI) -2.892628 -6.780724  
D(CPI)  4.178190 -0.463882  
   
   
1 Cointegrating Equation(s):   Log likelihood -168.7280
   
Normalized cointegrating coefficients (standard error in parentheses)   
FAI CPI   
1.000000 -1.331654   
  (0.31741)   
   
Adjustment coefficients (standard error in parentheses)   
D(FAI) -0.207058   
  (0.18327)   
D(CPI)  0.299080   
  (0.04518)

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关键词：是什么意思 unrestricted coefficients observations Integrating 结果 意思 计量 高人

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我是在对固定资产投资和cpi的数据做了adf检验后 得到在0阶时 一个在95%的置信区间单整 一个在90%的置信区间单整 我不知道后面何去何从 是否是存在协整关系 然后我将两组数据了cointegration test 然后得出这个东西我看不懂 2# yangxin789

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