Johansen Fisher Panel Cointegration Test
Series: TFP? CHAFENEC?
Date: 11/09/16 Time: 22:17
Sample: 1996 2012
Included observations: 17
Trend assumption: Linear deterministic trend (restricted)
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 236.7 0.0000 171.9 0.0000
At most 1 49.95 0.7021 49.95 0.7021
* Probabilities are computed using asymptotic Chi-square distribution.
这是协整输出结果,为什么没有系数出现?这样就没有办法得到协整方程了,谢谢各位大神!!!