求助:怎样从这里得出协整方程?
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
LCE LGDP @TREND(79)
-24.41158 -30.10503 6.127481
19.78348 -11.99355 0.853879
Unrestricted Adjustment Coefficients (alpha):
D(LCE) 0.016830 -0.005953
D(LGDP) 0.013242 0.012025
1 Cointegrating Equation(s): Log likelihood 124.1876
Normalized cointegrating coefficients (standard error in parentheses)
LCE LGDP @TREND(79)
1.000000 1.233228 -0.251007
(0.27026) (0.04397)
Adjustment coefficients (standard error in parentheses)
D(LCE) -0.410841
(0.12549)
D(LGDP) -0.323264
(0.19545)