关于Johansen检验结果怎么变成数学模型请问高手们,本人在做Johansen 协整检验时,得到如下结果,   怎么把它写成数学表达式呢?????  谢谢了
1 Cointegrating Equation(s):   Log likelihood  76.85382
   
Normalized cointegrating coefficients (standard error in parentheses)   
GDP                  MEX           MIM                  @TREND(88)
 1.000000       -0.107825   -0.072588           -0.071961
                    (0.02168)               (0.01450)                            (0.00208)
   
Adjustment coefficients (standard error in parentheses)   
D(GDP)            -1.053932  
                        (0.09684)  
D(MEX)           -1.070061  
                        (1.51868)  
D(MIM)              -1.661283  
                      (1.40688)  
   
   
2 Cointegrating Equation(s):   Log likelihood  87.76552
   
Normalized cointegrating coefficients (standard error in parentheses)   
GDP              MEX                      MIM                   @TREND(88)
 1.000000            0.000000         -0.185853          -0.070297
                                                     (0.01759)           (0.00234)
 0.000000    1.000000                -1.050456           0.015434
                                                    (0.14345)           (0.01908)
   
Adjustment coefficients (standard error in parentheses)   
D(GDP)         -1.120040              0.091984 
                     (0.09910)               (0.01712) 
D(MEX)           -2.978028             -0.509657 
                         (1.17431)           (0.20290) 
D(MIM)               -0.767329           0.471981 
                           (1.45682)            (0.25171) 

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请哪为高手能详细介绍上面JOHANSEN检验中各个参数的含义?各个参数的显著要求是什么?

[此贴子已经被作者于2008-4-3 12:24:11编辑过]