1 Cointegrating Equation(s): | Log likelihood | 1327.591 | | | |
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Normalized cointegrating coefficients (standard error in parentheses) | | |
LOG(M/CPISA) | LOG(GDPSA/CPISA) | R5 | LOG(CPISA/CPISA(-5)) | LOG(Z/Z(-5)) | SOSA/GDPSA | |
1.000000 | -1.156344 | 0.998187 | -0.050413 | 0.302192 | 0.061140 | |
| (0.01055) | (0.24978) | (0.11764) | (0.01343) | (0.03020) | |
本来是cpisa(-4),z(-4)的,怎么协整检验后,第一个协整方程,成了cpisa(-5),z(-5)了。请高手指教!