Date: 08/22/07 Time: 10:31
Sample: 1985 2006
Included observations: 20
Test assumption: Linear deterministic trend in the data
Series: X Y
Lags interval: 1 to 1

Likelihood 5 Percent 1 Percent Hypothesized
Eigenvalue Ratio Critical Value Critical Value No. of CE(s)

0.566916 17.01274 15.41 20.04 None *
0.013718 0.276263 3.76 6.65 At most 1

*(**) denotes rejection of the hypothesis at 5%(1%) significance level
L.R. test indicates 1 cointegrating equation(s) at 5% significance level

这个结果是不是说明存在一个协整关系？

[此贴子已经被作者于2007-8-22 10:45:16编辑过]