Date: 01/21/13 Time: 15:32
Sample (adjusted): 1988 2009
Included observations: 22 after adjustments
Trend assumption: No deterministic trend (restricted constant)
Series: LNXIAOFEI LNGUIMO
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.695885 42.89984 20.26184 0.0000
At most 1 * 0.532167 16.71216 9.164546 0.0016
1 Cointegrating Equation(s): Log likelihood 64.57234
Normalized cointegrating coefficients (standard error in parentheses)
LNXIAOFEI LNGUIMO C
1.000000 -1.708767 -6.865633
(0.12434) (0.13756)
Adjustment coefficients (standard error in parentheses)
D(LNXIAOFEI) -0.157790
(0.02668)
D(LNGUIMO) 0.074268
(0.09313)
帮忙看一下, 我是否可以用下面给出的标准化协整参数写出协整方程来分析变量长期关系?还要考虑自相关什么的问题吗