大家好,请问在eviews软件中如何使用Johansen 协整检验,
为什么我按照说明:选择变量---group statastics---cointegration test分析得出的结果没有常数这一项,谢谢大家
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Hypothesized
Trace
0.05
No. of CE(s)
Eigenvalue
Statistic
Critical Value
Prob.**
None *
0.694852
41.40484
29.79707
0.0015
At most 1 *
0.523197
17.66570
15.49471
0.0232
At most 2
0.132927
2.852644
3.841466
0.0912
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Max-Eigen
23.73915
21.13162
0.0210
14.81305
14.26460
0.0409
Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
LNEX1
LNWGDP
LNREER
-0.216455
1.882862
-8.676645
1.176988
1.294788
5.202153
3.590481
-7.504396
-3.398752
Unrestricted Adjustment Coefficients (alpha):
D(LNEX1)
0.013107
0.081533
0.018887
D(LNWGDP)
0.026916
-0.036179
0.013872
D(LNREER)
0.030800
0.010709
-0.022958
1 Cointegrating Equation(s):
Log likelihood
76.88799
Normalized cointegrating coefficients (standard error in parentheses)
1.000000
-8.698630
40.08521
(3.05803)
(8.39057)
这是我得到的分析结果,分析得出的结果没有常数这一项,这是为什么啊?请高人指示一下,非常感谢