在eviews里用johansen test检测协整关系,选用合理滞后和3(CE有截距项没有趋势)。结果显示存在一个协整关系,但是在统计表里面居然没有常数项,
如下:
1 Cointegrating Equation(s): Log likelihood 170.2155
Normalized cointegrating coefficients (standard error in parentheses)
LCPTF LGDP LTRADE
1.000000 -224.8315 173.1516
(64.6990) (46.5619)
Adjustment coefficients (standard error in parentheses)
D(LCPTF) 0.000503
(0.00034)
D(LGDP) 0.000511
(0.00017)
D(LTRADE) 1.27E-05
求原因....