我用两平稳序列建VAR模型，也顺便用了协整这个功能，得出以下结果      
      Selected (0.05 level*) Number of Cointegrating Relations by Model     
     
Data Trend: None None Linear Linear Quadratic
Test Type No Intercept Intercept Intercept Intercept Intercept
No Trend No Trend No Trend Trend Trend
Trace 1 1 0 1 2
Max-Eig 1 1 0 1 2
     
*Critical values based on MacKinnon-Haug-Michelis (1999)     
     
Information Criteria by Rank and Model     
     
Data Trend: None None Linear Linear Quadratic
Rank or No Intercept Intercept Intercept Intercept Intercept
No. of CEs No Trend No Trend No Trend Trend Trend
     
  Log Likelihood by Rank (rows) and Model (columns)   
0  364.9585  364.9585  367.9332  367.9332  368.3847
1  372.3916  373.3722  374.4533  379.7430  379.9598
2  374.1679  375.6803  375.6803  382.0381  382.0381
     
  Akaike Information Criteria by Rank (rows) and Model (columns)   
0 -10.98334 -10.98334 -11.01333 -11.01333 -10.96568
1 -11.08897 -11.08838 -11.09087  -11.22286* -11.19876
2 -11.02055 -11.00555 -11.00555 -11.13963 -11.13963
     
  Schwarz Criteria by Rank (rows) and Model (columns)   
0 -10.71572 -10.71572 -10.67881 -10.67881 -10.56426
1 -10.68755 -10.65350 -10.62254 -10.72108* -10.66353
2 -10.48532 -10.40341 -10.40341 -10.47059 -10.47059
     我不知这个咋看，还有能否做这个检验？？？？？？？？？？？