<P> 在var系统中,用johansen检验了有1个协整关系,</P>
<P>1 Cointegrating Equation(s): Log likelihood 109.8798 <BR>Normalized cointegrating coefficients (standard error in parentheses) <BR>LR_GDP KIR FLM C <BR> 1.000000 1.490584 -6.459845 -10.10234 <BR> (1.18153) (1.52916) (1.39365) <BR>但是令vecm=lr_gdp-1.124524*fmr-4.233210*fir+3.38982</P>
<P>这个残差序列却不是平稳的,检验的p值为 0.1053<BR>请问这个协整关系是不是有错?谢谢!</P>
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