协整方程问题，急求助

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收藏 2013-11-02

这是我协整做出来的，应该有两个协整，现在写方程式出现问题。

1 Cointegrating Equation(s):		Log likelihood	1381.286

Normalized cointegrating coefficients (standard error in parentheses)
LP	LI	LH	LC
1	-0.048264	-0.892516	0.059581
	-0.06607	-0.11015	-0.05337

Adjustment coefficients (standard error in parentheses)
D(LP)	0.235311
	-0.14817
D(LI)	0.460976
	-0.21891
D(LH)	0.480527
	-0.17158
D(LC)	0.272634
	-0.0955


2 Cointegrating Equation(s):		Log likelihood	1394.965

Normalized cointegrating coefficients (standard error in parentheses)
LP	LI	LH	LC
1	0	-0.961026	0.075527
		-0.02048	-0.03006
0	1	-1.419485	0.33038
		-0.07396	-0.10854

Adjustment coefficients (standard error in parentheses)
D(LP)	-0.213528	-0.211624
	-0.17807	-0.04997
D(LI)	-0.318136	-0.369878
	-0.25641	-0.07195
D(LH)	-0.007191	-0.240806
	-0.20783	-0.05832
D(LC)	0.345762	0.01947
	-0.12165	-0.03414


3 Cointegrating Equation(s):		Log likelihood	1399.535

Normalized cointegrating coefficients (standard error in parentheses)
LP	LI	LH	LC
1	0	0	-1.227276
			-0.14361
0	1	0	-1.593926
			-0.23314
0	0	1	-1.355638
			-0.15285

Adjustment coefficients (standard error in parentheses)
D(LP)	-0.318796	-0.182589	0.531869
	-0.18871	-0.05284	-0.21478
D(LI)	-0.31006	-0.372106	0.828758
	-0.27439	-0.07683	-0.31229
D(LH)	-0.115771	-0.210858	0.375823
	-0.22072	-0.0618	-0.25121
D(LC)	0.371032	0.0125	-0.366229
	-0.13003	-0.03641	-0.14799