协整检验的结果什么意思，eviews 6.0

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收藏 2016-03-10

*Critical values based on MacKinnon-Haug-Michelis (1999)

Information Criteria by Rank and Model


Data Trend:	None	None	Linear	Linear	Quadratic
Rank or	No Intercept	Intercept	Intercept	Intercept	Intercept
No. of CEs	No Trend	No Trend	No Trend	Trend	Trend


	Log Likelihood by Rank (rows) and Model (columns)
0	196.3721	196.3721	208.2189	208.2189	209.1232
1	209.9970	212.0709	221.0512	221.2392	222.1152
2	216.1577	224.0696	227.5547	231.5821	231.7924
3	216.5403	227.5578	227.5578	235.4930	235.4930


	Akaike Information Criteria by Rank (rows) and Model (columns)
0	-10.49248	-10.49248	-11.01288	-11.01288	-10.88960
1	-10.94100	-11.00417	-11.41478	-11.36701	-11.30090
2	-10.95046	-11.29821	-11.44440	-11.56365*	-11.51720
3	-10.62002	-11.09164	-11.09164	-11.38194	-11.38194


	Schwarz Criteria by Rank (rows) and Model (columns)
0	-9.684405	-9.684405	-10.07012	-10.07012	-9.812166
1	-9.863570	-9.881845	-10.20267*	-10.11001	-9.954108
2	-9.603667	-9.861635	-9.962929	-9.992400	-9.901052
3	-9.003871	-9.340811	-9.340811	-9.496438	-9.496438

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2016-7-28 15:15:36

根据AIC来选一个-11.56365*
然后再做协整这个不是协整结果

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