就两个变量,怎么p值都小于0.05?这表示什么意思?
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.735335 29.93675 15.49471 0.0002
At most 1 * 0.486494 9.997411 3.841466 0.0016
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values