Pedroni Residual Cointegration Test <BR>Series: LOGI? LOGPP? <BR>Date: 07/28/07 Time: 22:07 <BR>Sample: 2001 2005 <BR>Included observations: 5 <BR>Cross-sections included: 17 <BR>Null Hypothesis: No cointegration <BR>Trend assumption: No deterministic intercept or trend <BR>Lag selection: Automatic SIC with a max lag of 0 <BR>Newey-West bandwidth selection with Bartlett kernel <BR> <BR>Alternative hypothesis: common AR coefs. (within-dimension) <BR> Weighted <BR> Statistic Prob. Statistic Prob.<BR>Panel v-Statistic -3.094289 0.0033 -3.112374 0.0031<BR>Panel rho-Statistic -0.391051 0.3696 -0.293784 0.3821<BR>Panel PP-Statistic -2.257712 0.0312 -2.066796 0.0471<BR>Panel ADF-Statistic -2.252833 0.0315 -1.997507 0.0543<BR> <BR>Alternative hypothesis: individual AR coefs. (between-dimension) <BR> <BR> Statistic Prob. <BR>Group rho-Statistic 2.240181 0.0324 <BR>Group PP-Statistic -3.037406 0.0040 <BR>Group ADF-Statistic -3.021452 0.0042 <BR> <BR> <BR>panel data的这个协整检验的结果因该怎么看??? <BR> <BR>