ustcer 发表于 2012-4-17 11:32 
如果基于单位根检验的结果发现变量之间是同阶单整的,那么我们可以进行协整检验。但也有如下的宽限说法:如 ...
xtwest lp shc, westerlund constant trend lags(1) leads(0 1)lrwindow(1)
执行后出现:
With 1 lag(s), 1 lead(s) and a constant and a trend at least 12 observations are required.
Following series do not contain sufficient observations.
啥意思啊,怎么办,求大神指导