做2个非平稳变量的协整检验结果,用EVIEWS 6.0 BETA 版,用的是 Fisher combined Johansen test 检验面板数据的协整,结果是:
Series: DR? RTV?
Date: 07/11/08 Time: 20:41
Sample: 2005M01 2007M12
Included observations: 36
Trend assumption: Linear deterministic trend
Lags interval (in first differences): 1 1
Unrestricted Cointegration Rank Test (Trace and Maximum Eigenvalue)
Hypothesized Fisher Stat.* Fisher Stat.*
No. of CE(s) (from trace test) Prob. (from max-eigen test) Prob.
None 152.7 0.0000 111.8 0.0000
At most 1 114.5 0.0000 114.5 0.0000
谁能帮我看一下这个协整结果,是协整了还是没协整呢?我找不到参考书,谢谢了
[此贴子已经被作者于2008-7-12 8:49:25编辑过]