1 参数的意义coint_johansen(df,
det_order,
k_ar_diff)
det_order和det_order 两个参数怎么调参? 调参的根据是什么?
2 结果解读
Name :: Test Stat > C(95%) => Signif ----
rgnp :: 248.0 > 143.6691 => True
pgnp :: 183.12 > 111.7797 => True
ulc :: 130.01 > 83.9383 => True
gdfco :: 85.28 > 60.0627 => True
gdf :: 55.05 > 40.1749 => True
gdfim :: 31.59 > 24.2761 => True
gdfcf :: 14.06 > 12.3212 => True
gdfce :: 0.45 > 4.1296 => False
谢谢
