Cointegrating equations
Equation Parms chi2 P>chi2
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_ce1 1 2880.501 0.0000
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Identification: beta is exactly identified
Johansen normalization restriction imposed
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beta | Coef. Std. Err. z P>|z| [95% Conf. Interval]
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_ce1 |
spot | 1 . . . . .
future | -.965705 .0179933 -53.67 0.000 -1.000971 -.9304388
_cons | -2699.292 . . . . .
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如何对最后一个表格的这些系数进行检验,比如我想检验future 的系数是否为-1.
非常感谢~~~~~~~~~~~~~~~~