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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 EViews专版
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2007-07-28
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>
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2012-12-12 09:45:40
应该是有协整关系
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