
刚接触时间序列不久,还看不懂,实在惭愧,请有了解的学长学姐帮我分析一下,谢谢!
How many cointegrating vectors do the tests in Table 1 and 2 indicate?How many restrictions on each vector do you need to identify it?
What just identifying restrictions are imposed on the cointegrating vector in Table 3? Does the normalised cointegrating vector in Table 3 correspond to an economically interpretable long-run relationship? Discuss.
Interpret the output of Table 4.
谢谢指教,麻烦了,非常感谢!