请知道的朋友帮忙解答一下,如何分析下列结果:
nharvey p
Nyblom-Harvey (2000) statistic for price
Deterministics chosen : constant
H0: 0 common trends among the 4 series in the panel
Critical values for N= 4
10% 1.0519
5% 1.2407
1% 1.5985
Assuming IID RW errors : 1.3993
With nonparametric adjustment
for long-run variance (1 lags) : 0.9211