在对数据进行协整检验后有如下结果，通过这个结果协整方程是什么样的?Date: 12/26/08   Time: 21:28    
Sample (adjusted): 1980 2006    
Included observations: 27 after adjustments    
Trend assumption: Linear deterministic trend (restricted)    
Series: LNGDP LNMT LNSY LNTRQ     
Lags interval (in first differences): 1 to 1    
    
Unrestricted Cointegration Rank Test (Trace)    
    
Hypothesized  Trace 0.05 
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
    
None *  0.844916  110.0035  63.87610  0.0000
At most 1 *  0.638506  59.68128  42.91525  0.0005
At most 2 *  0.606674  32.20854  25.87211  0.0071
At most 3  0.228789  7.014419  12.51798  0.3430
    
 Trace test indicates 3 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)    
    
Hypothesized  Max-Eigen 0.05 
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
    
None *  0.844916  50.32224  32.11832  0.0001
At most 1 *  0.638506  27.47274  25.82321  0.0301
At most 2 *  0.606674  25.19412  19.38704  0.0064
At most 3  0.228789  7.014419  12.51798  0.3430
    
 Max-eigenvalue test indicates 3 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 Cointegrating Coefficients (normalized by b'*S11*b=I):     
    
LNGDP LNMT LNSY LNTRQ @TREND(79)
 0.836917 -4.530497 -15.19111  7.794025  0.704237
 7.463696 -8.849595 -26.29937  21.88427 -0.405635
-18.70926  3.264738  37.00523 -21.25113  1.724348
 3.653176 -4.633827  4.824603  4.111337 -0.694618
    
    
 Unrestricted Adjustment Coefficients (alpha):     
    
D(LNGDP)  0.009279 -0.004191  0.019909 -0.015784
D(LNMT)  0.039209  0.013070  0.010586 -0.000491
D(LNSY)  0.030541 -0.015088 -0.013269 -0.005639
D(LNTRQ)  0.024686 -0.015763  0.007161  0.008359
    
    
1 Cointegrating Equation(s):   Log likelihood  223.1659 
    
Normalized cointegrating coefficients (standard error in parentheses)    
LNGDP LNMT LNSY LNTRQ @TREND(79)
 1.000000 -5.413318 -18.15127  9.312783  0.841466
  (1.64543)  (2.59881)  (1.86728)  (0.10624)
    
Adjustment coefficients (standard error in parentheses)    
D(LNGDP)  0.007766   
  (0.00772)   
D(LNMT)  0.032814   
  (0.00495)   
D(LNSY)  0.025561   
  (0.00565)   
D(LNTRQ)  0.020660   
  (0.00545)   
    
    
2 Cointegrating Equation(s):   Log likelihood  236.9023 
    
Normalized cointegrating coefficients (standard error in parentheses)    
LNGDP LNMT LNSY LNTRQ @TREND(79)
 1.000000  0.000000  0.578840  1.142563 -0.305589
   (0.97840)  (0.70392)  (0.03399)
 0.000000  1.000000  3.460006 -1.509282 -0.211895
   (0.62540)  (0.44996)  (0.02173)
    
Adjustment coefficients (standard error in parentheses)    
D(LNGDP) -0.023514 -0.004951  
  (0.06891)  (0.09122)  
D(LNMT)  0.130363 -0.293297  
  (0.03894)  (0.05155)  
D(LNSY) -0.087054 -0.004843  
  (0.04426)  (0.05859)  
D(LNTRQ) -0.096987  0.027654  
  (0.04154)  (0.05499)  
    
    
3 Cointegrating Equation(s):   Log likelihood  249.4994 
    
Normalized cointegrating coefficients (standard error in parentheses)    
LNGDP LNMT LNSY LNTRQ @TREND(79)
 1.000000  0.000000  0.000000  1.062518 -0.253292
    (0.29666)  (0.01332)
 0.000000  1.000000  0.000000 -1.987749  0.100709
    (0.48566)  (0.02181)
 0.000000  0.000000  1.000000  0.138285 -0.090348
    (0.19278)  (0.00866)
    
Adjustment coefficients (standard error in parentheses)    
D(LNGDP) -0.396006  0.060048  0.706012 
  (0.16293)  (0.08457)  (0.38690) 
D(LNMT) -0.067688 -0.258738 -0.547623 
  (0.09359)  (0.04858)  (0.22225) 
D(LNSY)  0.161198 -0.048162 -0.558165 
  (0.10348)  (0.05371)  (0.24572) 
D(LNTRQ) -0.230973  0.051034  0.304555 
  (0.10696)  (0.05552)  (0.25400) 
    
    
谢谢各位大侠了