污染变量
| trace
| 5%临界值
| max-Eigen
| 5%临界值
| 协整关系
|
lnindwater
| 16.53567
| 12.32090
| 16.12897
| 11.22480
|
|
| 0.406694
| 4.129906
| 0.406694
| 4.129906
|
lninvest
| 15.05052
| 12.32090
| 14.98505
| 11.22480
|
|
| 0.065471
| 4.129906
| 0.065471
| 4.129906
|
lnso2
| 19.13784
| 12.32090
| 14.54666
| 11.22480
|
|
| 4.591179
| 4.129906
| 4.591179
| 4.129906
|
lnsmoke
| 10.86714
| 12.32090
| 9.127582
| 11.22480
| 无
|
| 1.739556
| 4.129906
| 1.739556
| 4.129906
|
请教各位,从上表可以看出,除了lnsmoke之外的三个变量都存在协整关系,我的问题是怎么判断协整关系的正负呢?
谢谢您的回答~