请问这个MT LV 两个量之间协整分析的结果怎么解读啊,有协整关系么?
Trend assumption: Linear deterministic trend (restricted) 这个假设是什么意思,Hypothesized No. of CE(s)又是什么意思呢。。
我知道这是个菜鸟问题。。但还是请大家不吝赐教
Date: 04/05/08 Time: 21:25
Sample (adjusted): 2001M04 2006M12
Included observations: 69 after adjustments
Trend assumption: Linear deterministic trend (restricted)
Series: MT LV
Lags interval (in first differences): 1 to 2
Hypothesized |
| Trace | 0.05 |
|
No. of CE(s) | Eigenvalue | Statistic | Critical Value | Prob.** |
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None * | 0.318698 | 31.21478 | 25.87211 | 0.0098 |
At most 1 | 0.066335 | 4.736014 | 12.51798 | 0.6346 |