Date: 02/19/12   Time: 10:39   
Sample (adjusted): 2006Q2 2011Q4   
Included observations: 23 after adjustments   
Trend assumption: Linear deterministic trend   
Series: CPIAD FRRATEAD GDPRATEAD M2RATEAD     
Lags interval (in first differences): 1 to 2   
   
Unrestricted Cointegration Rank Test (Trace)   
   
Hypothesized  Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
   
None *  0.944328  110.8016  47.85613  0.0000
At most 1 *  0.756161  44.37136  29.79707  0.0006
At most 2  0.305128  11.91269  15.49471  0.1612
At most 3  0.142656  3.540067  3.841466  0.0599
   
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   
   
帮我看看有没有协整关系