各位高手 我的Johansen检验的结果如下 是否是通过了检验 请教了 先谢谢
Trend assumption: Linear deterministic trend
Series: LQ LDF LM
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.768013 25.93798 29.79707 0.1306
At most 1 0.333124 6.944033 15.49471 0.5842
At most 2 0.121031 1.677073 3.841466 0.1953
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)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.768013 18.99395 21.13162 0.0970
At most 1 0.333124 5.266960 14.26460 0.7078
At most 2 0.121031 1.677073 3.841466 0.1953
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