Johansen Fisher Panel Cointegration Test
Series: X? Y?
Date: 08/02/16 Time: 17:02
Sample: 2000 2013
Included observations: 14
Trend assumption: Linear deterministic trend
Lags interval (in first differences): 1 1
Unrestricted Cointegration Rank Test (Trace and Maximum Eigenvalue)
Hypothesized Fisher Stat.* Fisher Stat.*
No. of CE(s) (from trace test) Prob. (from max-eigen test) Prob.
None 118.4 0.0000 103.8 0.0000
At most 1 66.17 0.0008 66.17 0.0008
* Probabilities are computed using asymptotic Chi-square distribution.
Individual cross section results
Trace Test Max-Eign Test
Cross Section Statistics Prob.** Statistics Prob.**
这个存在协整关系么