麻烦各位解答:
1、对变量进行ADF检验,水平没通过,一阶通过了,但是看其他论文做协整检验和建立VAR时都还是用变量原型,而不是用一阶。这是为什么?
2、用最后一项做Johnson协整检验,得到如果只有前两项下存在一个协整关系和六个都通过且具有一个协整关系。二者的经济含义经济差别在哪?
Data Trend: | None | None | Linear | Linear | Quadratic |
| Test Type | No Intercept | Intercept | Intercept | Intercept | Intercept |
| | No Trend | No Trend | No Trend | Trend | Trend |
| Trace | 1 | 1 | 0 | 0 | 0 |
| Max-Eig | 1 | 1 | 0 | 0 | 0 |
| | | | | | |
VS
| | | | | | |
Data Trend: | None | None | Linear | Linear | Quadratic |
| Test Type | No Intercept | Intercept | Intercept | Intercept | Intercept |
| | No Trend | No Trend | No Trend | Trend | Trend |
| Trace | 1 | 1 | 1 | 1 | 1 |
| Max-Eig | 1 | 1 | 1 | 1 | 1 |
| | | | | | |
| | | | | | |