我只是不知道协整检验结果出来了,具体怎么解释?其实对你们学习这个专业的人士来说,我问的这个问题简直是小菜一碟,但是你们就是不愿意帮我,我不明白,到底你们来这个网站干什么,学习只是为了什么?
Cointergation test (Series: LNZZ LNNY)
Date:
Sample: 1 343
Included observations: 338
Test assumption: Linear deterministic trend in the data
Series: LNZZ LNNY
Lags interval: 1 to 4
Likelihood 5 Percent 1 Percent Hypothesized
Eigenvalue Ratio Critical Value Critical Value No. of CE(s)
0.041504 21.60537 15.41 20.04 None **
0.021301 7.277411 3.76 6.65 At most 1 **
*(**) denotes rejection of the hypothesis at 5%(1%) significance level
L.R. test indicates 2 cointegrating equation(s) at 5% significance level
Unnormalized Cointegrating Coefficients:
LNZZ LNNY
-1.340661 1.449949
1.325420 -0.237620
Normalized Cointegrating Coefficients: 1 Cointegrating Equation(s)
LNZZ LNNY C
1.000000 -1.081518 -5.288960
(0.23316)
Log likelihood 2166.169
[此贴子已经被作者于2006-5-31 9:31:32编辑过]