做了一个三变量的var，用的是EVIEWS3.1，下面的意思是不是说有两个协整关系，可为什么包含三个协整等式？请高人指点，万分感谢！   
 Likelihood 5 Percent 1 Percent Hypothesized
Eigenvalue Ratio Critical Value Critical Value No. of CE(s)
    
 0.596694  35.60879  29.68  35.65       None *
 0.216201  11.99925  15.41  20.04    At most 1
 0.195800  5.665591   3.76   6.65    At most 2 *
    
 *(**) denotes rejection of the hypothesis at 5%(1%) significance level    
 L.R. test indicates 1 cointegrating equation(s) at 5% significance level    
    
 Unnormalized Cointegrating Coefficients:    
    
     LNGDP      LNJJ           LNSH  
-1.295896   -2.301179     2.724746  
 0.379911   -0.349113     -0.321082  
 1.157658   -1.407266     -0.113441  
    
    
 Normalized Cointegrating Coefficients: 1 Cointegrating Equation(s)    
    
LNGDP         LNJJ           LNSH           C 
 1.000000  1.775743   -2.102596   -9.484578 
                  (0.44929)   (0.29479)  
    
 Log likelihood  158.6281   
    
    
 Normalized Cointegrating Coefficients: 2 Cointegrating Equation(s)    
    
  LNGDP       LNJJ           LNSH         C 
 1.000000  0.000000 -1.273961 -1.537414 
                                   (0.45741)  
 0.000000  1.000000 -0.466641 -4.475403 
                                   (0.25909)  
    
 Log likelihood  161.7949   
    

[此贴子已经被作者于2008-1-28 15:17:09编辑过]