请教各位路过的达人, 本人做Johansen协整检验得到:
Trace test indicates 1 cointegrating equation(s) at both 5% and 1% levels
之后要想得到协整方程,是不是电击"Proc", " make Equation " 根据其系数来得到方程??? 其结果显示如下:
Dependent Variable: EX
Method: Least Squares
Date: 03/30/08 Time: 23:43
Sample: 1981 2005
Included observations: 25
Variable Coefficient Std. Error t-Statistic Prob.
FDI 0.182652 0.043846 4.165791 0.0004
IM 0.839859 0.072830 11.53175 0.0000
C 0.135824 0.537663 0.252619 0.8029
R-squared 0.991949 Mean dependent var 14.39206
Adjusted R-squared 0.991217 S.D. dependent var 2.148736
S.E. of regression 0.201374 Akaike info criterion -0.255140
Sum squared resid 0.892132 Schwarz criterion -0.108875
Log likelihood 6.189247 F-statistic 1355.284
Durbin-Watson stat 1.074015 Prob(F-statistic) 0.000000
那么协整方程是不是就是: EX= 0.182652 * FDI + 0.839859*IM + 0.135824
麻烦各位达人给个回答,小弟在此谢过!!!!!!