梦不落10086 发表于 2012-4-26 11:04 
建议你把检验结果贴上来,这样大家才能给出具体意见
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.881409 38.73475 29.79707 0.0036
At most 1 0.239686 6.753645 15.49471 0.6064
At most 2 0.161566 2.643294 3.841466 0.1040
Trace test indicates 1 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
1 Cointegrating Equation(s): Log likelihood 77.41204
Normalized cointegrating coefficients (standard error in parentheses)
GDP NENGY SO2
1.000000 -0.376100 0.303550
(0.07493) (0.09451)
Adjustment coefficients (standard error in parentheses)
D(GDP) -0.125764
(0.27265)
D(NENGY) 1.646765
(1.43600)
D(SO2) -2.420309
(0.60374)