Likelihood 5 Percent 1 Percent Hypothesized
Eigenvalue Ratio Critical Value Critical Value No. of CE(s)
0.965854 108.4206 34.55 40.49 None **
0.757321 34.12429 18.17 23.46 At most 1 **
0.126362 2.971968 3.74 6.40 At most 2
LNX LNY LNR @TREND(81) C
1.000000 -2.359664 -0.839399 -0.051171 10.78839
(0.05838) (0.01937)
Log likelihood 169.0178
LNX LNY LNR @TREND(81) C
1.000000 0.000000 -0.478587 -0.160747 0.315491
(0.13792)
0.000000 1.000000 0.152908 -0.046437 -4.438301
(0.05796)
Log likelihood 184.5939
这里面系数符号该如何确定?我看见有的论文都是正号有的都是负号,还有的同一符号写成方程有正有负,请问这个怎么看。还有这个序列里面多了一个TREND81这表示的是什么?