在做Johansen协整检验时,会出现一个窗口,有6个被选框要求选择。分别是:
No intercept or trend in CE or test VAR
Intercept(no trend)in CE-no intercept in VAR
Intercept(no trend)in CE and test VAR
Intercepr and trend in CE-no trend in VAR
Intercept and trend inCE-linear trend in VAR
Summarize all 5 sets of assumptions
哪位达人能告诉我如何选择呢?谢谢!