ggjj:
我在用eviews作协整检验,用jj检验法,
已经得出结论是协整的,下面哪个是协整关系式呀?多谢多谢多谢拉!
第1: 1 Cointegrating Equation(s): Log likelihood 96.86594 Normalized cointegrating coefficients (std.err. in parentheses)
第二: Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I): 3。 Unrestricted Adjustment Coefficients (alpha):
4。2 Cointegrating Equation(s): Log likelihood 103.3763 Normalized cointegrating coefficients (std.err. in parentheses) LNI LNL LNG 1.000000 0.000000 -0.876757 (0.04550) 0.000000 1.000000 -0.377378 (0.01367)
多谢多谢多谢拉!