VAR的最优滞后期是1阶,所以在lag interval 里填0 0,看到有ppt上说在无法确定用第几种方式的时候,可先选择第六种,再按照趋势敏感性来确定。按照第六种方式得到如下结果,
Selected (0.05 level*) Number of Cointegrating Relations by Model
Data Trend: None None Linear Linear Quadratic
Test Type No Intercept Intercept Intercept Intercept Intercept
No Trend No Trend No Trend Trend Trend
Trace 2 2 1 0 1
Max-Eig 2 2 1 1 1
*Critical values based on MacKinnon-Haug-Michelis (1999)
Information Criteria by Rank and Model
Data Trend: None None Linear Linear Quadratic
Rank or No Intercept Intercept Intercept Intercept Intercept
No. of CEs No Trend No Trend No Trend Trend Trend