sisiguo 发表于 2014-3-18 00:04 
那这个方程写出来是什么呢?
根据下面这部分内容来写协整方程:
1 Cointegrating Equation(s): Log likelihood 135.1469
Normalized cointegrating coefficients (standard error in parentheses)
LNXIAOFEI LNSHOURU LNGUIMO C
1.000000 -0.660061 -0.534936 -2.218756
(0.03020) (0.06063) (0.21705)
所以协整方程就是:
lnxiaofei=-0.66lnshouru-0.53lnguimo-2.22