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大神们,谁好心帮我看看这个是否有协整关系,在线等。

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该楼层疑似违规已被系统折叠 隐藏此楼查看此楼
Date: 05/05/16 Time: 21:05
Sample (adjusted): 2003 2010
Included observations: 8 after adjustments
Trend assumption: Linear deterministic trend
Series: Y X
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
HypothesizedTrace0.05
No. of CE(s)EigenvalueStatisticCritical ValueProb.**
None 0.776848 13.95658 15.49471 0.0841
At most 1 0.217035 1.957342 3.841466 0.1618
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)
HypothesizedMax-Eigen0.05
No. of CE(s)EigenvalueStatisticCritical ValueProb.**
None 0.776848 11.99923 14.26460 0.1107
At most 1 0.217035 1.957342 3.841466 0.1618
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):
YX
-0.128181 0.023782
0.040725-0.004595
Unrestricted Adjustment Coefficients (alpha):
D(Y) 4.192165-1.541685
D(X)-3.034228 33.34418
1 Cointegrating Equation(s): Log likelihood-63.07272
Normalized cointegrating coefficients (standard error in parentheses)
YX
1.000000-0.185533
(0.00590)
Adjustment coefficients (standard error in parentheses)
D(Y)-0.537354
(0.25636)
D(X) 0.388929
(4.58837)


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该楼层疑似违规已被系统折叠 隐藏此楼查看此楼
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