Roots of Characteristic Polynomial
Endogenous variables: CK1 GDP1 P1
Exogenous variables:
Lag specification: 1 2
Date: 03/26/11 Time: 17:01
Root Modulus
1.124450 1.124450
1.000000 1.000000
1.000000 1.000000
0.581438 - 0.361295i 0.684546
0.581438 + 0.361295i 0.684546
-0.517745 0.517745
0.240372 - 0.387238i 0.455776
0.240372 + 0.387238i 0.455776
0.040409 0.040409
VEC specification imposes 2 unit root(s).
这是单位根检验的结果,再次求助啦!