比如说这样的输出结果:
Date: 04/01/11 Time: 20:14
Sample (adjusted): 11/06/2007 11/16/2010
Included observations: 791 after adjustments
Trend assumption: Linear deterministic trend
Series: CCB ICBC
Lags interval (in first differences): 1 to 4
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.01
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.022570 22.34682 19.93711 0.0040
At most 1 0.005408 4.289380 6.634897 0.0383
Trace test indicates 1 cointegrating eqn(s) at the 0.01 level
* denotes rejection of the hypothesis at the 0.01 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.01
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.022570 18.05744 18.52001 0.0120
At most 1 0.005408 4.289380 6.634897 0.0383
Max-eigenvalue test indicates no cointegration at the 0.01 level
* denotes rejection of the hypothesis at the 0.01 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):