Date: 04/02/09   Time: 14:08    
Sample (adjusted): 1996 2005    
Included observations: 10 after adjustments    
Trend assumption: No deterministic trend (restricted constant)    
Series: LNIM LNGDP LNREER     
Lags interval (in first differences): 1 to 1    
    
Unrestricted Cointegration Rank Test (Trace)    
    
Hypothesized  Trace 0.01 
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
    
None *  0.999167  101.4377  41.19504  0.0000
At most 1 *  0.875603  30.53604  25.07811  0.0014
At most 2  0.620661  9.693245  12.76076  0.0397
    
 Trace test indicates 2 cointegrating eqn(s) at the 0.01 level    
Normalized cointegrating coefficients (standard error in parentheses)    
LNIM LNGDP LNREER C 
 1.000000 -1.559668 -3.447180  18.61675 
  (0.00818)  (0.05217)  (0.27281) 
怎么知道这个协整的方程怎么样呢？后面还要不要接着做误差修正模型呢？