請問EVIEWS的共整合檢定 選模Johansen的五個模型我不知道到底要選哪一個才是對的,因為不同的模型共整合數目不同
如果我LEVEL落後項是4
那麼Lag Intervals 就填0 4
可是模型有五個我到底要按哪一個才是對的
看了第六個的summary,如下
我應該要看哪裡還選模型呢??
謝謝妳們!!
Date: 05/14/12 Time: 01:01
Sample: 1 2933
Included observations: 2928
Series: US FIN
Lags interval: 1 to 4
Selected (0.05 level*) Number of Cointegrating Relations by Model
Data Trend: None None Linear Linear Quadratic
Test Type No Intercept Intercept Intercept Intercept Intercept
No Trend No Trend No Trend Trend Trend
Trace 1 1 2 1 2
Max-Eig 1 1 2 1 2
*Critical values based on MacKinnon-Haug-Michelis (1999)
Information Criteria by Rank and Model
Data Trend: None None Linear Linear Quadratic
Rank or No Intercept Intercept Intercept Intercept Intercept
No. of CEs No Trend No Trend No Trend Trend Trend
Log Likelihood by Rank (rows) and Model (columns)
0 -9525.565 -9525.565 -9525.496 -9525.496 -9524.475
1 -9517.727 -9515.955 -9515.952 -9515.341 -9515.116
2 -9517.720 -9513.003 -9513.003 -9509.592 -9509.592
Akaike Information Criteria by Rank (rows) and Model (columns)
0 6.517462 6.517462 6.518781 6.518781 6.519450
1 6.514841 6.514314* 6.514994 6.515261 6.515790
2 6.517568 6.515712 6.515712 6.514749 6.514749
Schwarz Criteria by Rank (rows) and Model (columns)
0 6.550151* 6.550151* 6.555556 6.555556 6.560311
1 6.555702 6.557218 6.559942 6.562251 6.564823
2 6.566601 6.568832 6.568832 6.571954 6.571954