试了好多次,如:这是选择第二个检验,即数据无趋势而协整方程有截距的,就有c
1 Cointegrating Equation(s): Log likelihood 145.2367
Normalized cointegrating coefficients (standard error in parentheses)
LREER LNFA LTOT LTNT C
1.000000 -0.051153 0.542841 -0.109074 -6.348369
(0.02641) (0.07840) (0.01327) (0.27265)
而选择第三个检验,即数据有线性趋势而协整方程只有截距的,照理以及我参考一些书的结果,都应该有c出现,但是我做的结果却是:
1 Cointegrating Equation(s): Log likelihood 152.1838
Normalized cointegrating coefficients (standard error in parentheses)
LREER LNFA LTOT LTNT
1.000000 -0.045525 0.517824 -0.106580
(0.02677) (0.07948) (0.01345)
相信各位大虾都看到了几个系数很近,但第二个缺了截距,导致协整结果差了很远,请教各位,多谢了(同样问题也出现在第四个检验中)