关于协整检验的问题
Unrestricted Cointegration Rank Test (Trace)
Hypothesized No. of CE(s) Eigenvalue Trace Statistic 0.05 Critical Value Prob.**
None 0.236509 43.86805 47.85613 0.1128
At most 1 0.085617 15.80321 29.79707 0.7260
At most 2 0.057896 6.494618 15.49471 0.6370
At most 3 0.002804 0.292076 3.841466 0.5889
迹检验下说没有协整关系而最大特征值检验说有
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
HypothesizedNo. of CE(s) Eigenvalue Max-EigenStatistic 0.05Critical Value Prob.**
None * 0.236509 28.06484 27.58434 0.0434
At most 1 0.085617 9.308591 21.13162 0.8068
At most 2 0.057896 6.202542 14.26460 0.5873
At most 3 0.002804 0.292076 3.841466 0.5889
那到底是有还是没有呀?小弟新手,求帮忙,谢谢!