谢谢有人看了EVIEWS 6.0输出的协调检查结果,顺便写了协调方程式。 这个测量看起来很简单,为什么自学这么难呢!
date :04/05/13 time :16:29
范例(adjusted ) : 2000 2012
included observations 336013 after adjustments
趋势辅助3360线性阵列管理
lags interval (infirstdifferences ) : 1 to 1
不整合随机测试(trace ) )。
Hypothesized Trace 0.05
no.ofce(s ) eigenvaluestatisticcriticalvalueprob.* *
none 0.3017616.46884515.494710.6401
atmost 10.1292581.7993223.8414660.1798
tracetestindicatesnocointegrationatthe 0.05级
unrestrictedcointegrationranktest (最大边缘值) )。
Hypothesized Max-Eigen 0.05
no.ofce(s ) eigenvaluestatisticcriticalvalueprob.* *
none 0.3017614.66952414.26460.7828
atmost 10.1292581.7993223.8414660.1798
非标准化字节' * S11 * b=I ) :
GDP TR
-14.91561 14.14390
14.50103 -10.48762
unrestrictedadjustmentcoefficients (阿尔法) :
d(GDP ) 0.030497 -0.000256
d(tr ) 0.031639 0.021781
1cointegratingequation(s ) : Log likelihood 39.31731
标准化图形补偿(standarderrorinparentheses ) )。
GDP TR
1.000000 -0.948262
(0.07954 )
调整补偿(standarderrorinparentheses )。
d(GDP )-0.454880
(0.23067 )
d(tr )-0.471918
(0.38469 )