继续回答

这个就变成了用平稳序列建模的经典计量模型

必须考虑到是否存在异方差，自相关等问题

遭了,我听vivianhere老师的话,继续做协整检验,发现RESIDE不平稳,结果如下:

ADF Test Statistic -2.000763 1% Critical Value* -6.1252
5% Critical Value -4.3535
10% Critical Value -3.6280

*MacKinnon critical values for rejection of hypothesis of a unit root.


Augmented Dickey-Fuller Test Equation
Dependent Variable: D(E)
Method: Least Squares
Date: 05/05/07 Time: 21:37
Sample(adjusted): 1999 2005
Included observations: 7 after adjusting endpoints

Variable Coefficient Std. Error t-Statistic Prob.

E(-1) -0.810073 0.404882 -2.000763 0.2951
D(E(-1)) 0.780727 0.516599 1.511283 0.3721
D(E(-2)) 0.895626 0.433370 2.066655 0.2869
D(E(-3)) 0.365038 0.190619 1.915009 0.3064
C 0.242751 0.333180 0.728589 0.5991
@TREND(1995) -0.033745 0.044139 -0.764515 0.5845

R-squared 0.925145 Mean dependent var 0.029941
Adjusted R-squared 0.550871 S.D. dependent var 0.060488
S.E. of regression 0.040537 Akaike info criterion -3.804818
Sum squared resid 0.001643 Schwarz criterion -3.851181
Log likelihood 19.31686 F-statistic 2.471838
Durbin-Watson stat 3.069770 Prob(F-statistic) 0.447284

是不是两序列不平稳啊,那我继续做格兰杰因果检验也就失去意义了??请问大侠我该怎么办啊?