Pedroni Residual Cointegration Test
Series: LOG(?IM) LOG(?RER) LOG(?GDP)
Date: 05/10/14 Time: 17:03
Sample: 2006Q1 2013Q4
Included observations: 32
Cross-sections included: 3
Null Hypothesis: No cointegration
Trend assumption: No deterministic trend
User-specified lag length: 1
Newey-West automatic bandwidth selection and Bartlett kernel
Alternative hypothesis: common AR coefs. (within-dimension)
Statistic Prob.
Panel v-Statistic 0.624101 0.2663
Panel rho-Statistic -1.434992 0.0756
Panel PP-Statistic -2.721448 0.0032
Panel ADF-Statistic -3.037264 0.0012
Alternative hypothesis: individual AR coefs. (between-dimension)
Statistic Prob.
Group rho-Statistic -0.661995 0.2540
Group PP-Statistic -3.225086 0.0006
Group ADF-Statistic -4.101142 0.0000
单位根检验时都是一阶差分通过的
这样的结果算协整检验通过了么??
请各位帮助,谢谢了~