下面是EVIEWS做JOHANSEN的结果,不知道怎么分析,协整方程也不知道怎么写,大家帮帮忙,谢谢啊
Date: 06/11/12 Time: 16:08
Sample (adjusted): 1989 2010
Included observations: 22 after adjustments
Trend assumption: Linear deterministic trend
Series: LNFX LNGDP
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.290439 7.878249 15.49471 0.4785
At most 1 0.014882 0.329867 3.841466 0.5657
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.290439 7.548382 14.26460 0.4265
At most 1 0.014882 0.329867 3.841466 0.5657
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):