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面板数据协整检验时，Pedroni、Kao和基于Johanson的Fisher方法检验得到的结论不同怎么办？下面的是基于Johanson的Fisher方法检验得到的，请问协整吗？
Johansen Fisher Panel Cointegration Test
Series: E? LOG(GDPH?) LOG(GDPF?) LOG(PGDP?) ZCP? RD?
Date: 05/27/17 Time: 15:39
Sample: 1996 2014
Included observations: 19
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 67.93 0.9985 141.6 0.0119
At most 1 840.0 0.0000 840.0 0.0000
At most 2 1885. 0.0000 1251. 0.0000
At most 3 989.7 0.0000 671.5 0.0000
At most 4 490.3 0.0000 383.5 0.0000
At most 5 302.4 0.0000 302.4 0.0000
* Probabilities are computed using asymptotic Chi-square distribution.
Individual cross section results
Trace Test Max-Eign Test
Cross Section Statistics Prob.** Statistics Prob.**
Hypothesis of no cointegration
_ALB NA 0.5000 NA 0.5000
_ARE NA 0.5000 NA 0.5000
_ARM NA 0.5000 NA 0.5000
_AZE NA 0.5000 NA 0.5000
_BGD NA 0.5000 NA 0.5000
_BGR NA 0.5000 NA 0.5000
_BHR NA 0.5000 NA 0.5000
_BIH NA 0.5000 NA 0.5000
_BLR NA 0.5000 NA 0.5000
_BRN NA 0.5000 NA 0.5000
_BTN NA 0.5000 NA 0.5000
_CZE NA 0.5000 NA 0.5000
_EGY NA 0.5000 NA 0.5000
_EST NA 0.5000 NA 0.5000
_GEO NA 0.5000 NA 0.5000
_HRV NA 0.5000 NA 0.5000
_HUN 1199.7235 1.0000 571.2222 0.0001
_IDN NA 0.5000 NA 0.5000
_IND NA 0.5000 NA 0.5000
_IRN NA 0.5000 NA 0.5000
_IRQ NA 0.5000 NA 0.5000
_ISR NA 0.5000 NA 0.5000
_JOR NA 0.5000 NA 0.5000
_KAZ NA 0.5000 NA 0.5000
_KGZ NA 0.5000 NA 0.5000
_KHM NA 0.5000 NA 0.5000
_KWT NA 0.5000 NA 0.5000
_LBN NA 0.5000 NA 0.5000
_LKA NA 0.5000 NA 0.5000
_LTU NA 0.5000 NA 0.5000
_LVA NA 0.5000 NA 0.5000
_MDA NA 0.5000 NA 0.5000
_MKD NA 0.5000 NA 0.5000
_MMR NA 0.5000 NA 0.5000
_MNG NA 0.5000 NA 0.5000
_MYS NA 0.5000 NA 0.5000
_NPL NA 0.5000 NA 0.5000
_OMN NA 0.5000 NA 0.5000
_PAK 1192.6382 1.0000 566.1478 0.0001
_PHL NA 0.5000 NA 0.5000
_POL NA 0.5000 NA 0.5000
_ROU NA 0.5000 NA 0.5000
_RUS NA 0.5000 NA 0.5000
_SAU NA 0.5000 NA 0.5000
_SGP NA 0.5000 NA 0.5000
_SVK NA 0.5000 NA 0.5000
_SVN NA 0.5000 NA 0.5000
_THA 1180.7248 1.0000 546.4086 0.0001
_TJK NA 0.5000 NA 0.5000
_TKM 1173.7706 1.0000 566.7053 0.0001
_TUR NA 0.5000 NA 0.5000
_UKR NA 0.5000 NA 0.5000
_VNM NA 0.5000 NA 0.5000
Hypothesis of at most 1 cointegration relationship
_ALB 693.2415 0.0001 568.4964 0.0001
_ARE 690.9432 0.0001 580.9215 0.0001
_ARM 683.5870 0.0001 591.4451 0.0001
_AZE 625.2188 0.0001 513.1087 0.0001
_BGD 655.8325 0.0001 564.0847 0.0001
_BGR NA 0.5000 NA 0.5000
_BHR 685.9840 0.0001 605.8492 0.0001
_BIH 662.2246 0.0001 554.0923 0.0001
_BLR 739.1437 0.0001 582.2822 0.0001
_BRN 697.4295 0.0001 580.9215 0.0001
_BTN 608.3990 0.0001 537.3173 0.0001
_CZE 656.9383 0.0001 558.7152 0.0001
_EGY 589.5573 0.0001 486.4050 0.0001
_EST 701.4938 0.0001 587.1728 0.0001
_GEO 648.5223 0.0001 535.9643 0.0001
_HRV 658.4372 0.0001 541.3897 0.0001
_HUN 628.5013 0.0001 560.9852 0.0001
_IDN NA 0.5000 NA 0.5000
_IND NA 0.5000 NA 0.5000
_IRN 604.6721 0.0001 515.0838 0.0001
_IRQ 647.3990 0.0001 582.2822 0.0001
_ISR 602.2706 0.0001 501.4834 0.0001
_JOR 715.4720 0.0001 568.4964 0.0001
_KAZ 527.1248 0.0001 450.9191 0.0001
_KGZ 628.8211 0.0001 546.4086 0.0001
_KHM 639.8213 0.0001 559.4387 0.0001
_KWT 554.8401 0.0001 458.2826 0.0001
_LBN 631.6119 0.0001 531.7852 0.0001
_LKA 691.8452 0.0001 530.9350 0.0001
_LTU 638.0062 0.0001 559.4387 0.0001
_LVA NA 0.5000 NA 0.5000
_MDA NA 0.5000 NA 0.5000
_MKD 664.6367 0.0001 597.1652 0.0001
_MMR 645.8842 0.0001 532.4519 0.0001
_MNG 654.9447 0.0001 543.7146 0.0001
_MYS 705.5282 0.0001 571.9779 0.0001
_NPL 618.7911 0.0001 535.5968 0.0001
_OMN NA 0.5000 NA 0.5000
_PAK 626.4904 0.0001 499.9199 0.0001
_PHL NA 0.5000 NA 0.5000
_POL 659.7022 0.0001 569.1380 0.0001
_ROU 703.8435 0.0001 567.2816 0.0001
_RUS 683.7287 0.0001 591.4451 0.0001
_SAU NA 0.5000 NA 0.5000
_SGP 687.5806 0.0001 565.6081 0.0001
_SVK 732.2328 0.0001 582.2822 0.0001
_SVN 666.4376 0.0001 560.5852 0.0001
_THA 634.3162 0.0001 529.7990 0.0001
_TJK 600.9153 0.0001 505.5509 0.0001
_TKM 607.0654 0.0001 505.7226 0.0001
_TUR 627.4559 0.0001 527.3361 0.0001
_UKR 625.7774 0.0001 564.0847 0.0001
_VNM 644.3663 0.0001 552.7940 0.0001
Hypothesis of at most 2 cointegration relationship
_ALB 124.7451 0.0000 80.2864 0.0000
_ARE 110.0218 0.0000 59.5991 0.0000
_ARM 92.1418 0.0000 44.8139 0.0001
_AZE 112.1100 0.0000 66.3249 0.0000
_BGD 91.7478 0.0000 38.1123 0.0016
_BGR 89.3823 0.0000 43.1882 0.0002
_BHR 80.1348 0.0000 41.3618 0.0005
_BIH 108.1323 0.0000 51.5722 0.0000
_BLR 156.8615 0.0000 82.0157 0.0000
_BRN 116.5081 0.0000 58.8602 0.0000
_BTN 71.0816 0.0001 31.4536 0.0151
_CZE 98.2231 0.0000 47.3666 0.0000
_EGY 103.1524 0.0000 51.2682 0.0000
_EST 114.3210 0.0000 48.1816 0.0000
_GEO 112.5580 0.0000 63.2879 0.0000
_HRV 117.0475 0.0000 63.0642 0.0000
_HUN 67.5161 0.0003 30.9988 0.0175
_IDN 124.3058 0.0000 67.1234 0.0000
_IND 129.9073 0.0000 59.9556 0.0000
_IRN 89.5883 0.0000 47.4246 0.0000
_IRQ 65.1169 0.0006 41.1060 0.0005
_ISR 100.7872 0.0000 41.4019 0.0005
_JOR 146.9756 0.0000 83.2087 0.0000
_KAZ 76.2057 0.0000 44.6565 0.0001
_KGZ 82.4126 0.0000 40.0519 0.0008
_KHM 80.3826 0.0000 36.5443 0.0027
_KWT 96.5575 0.0000 50.8894 0.0000
_LBN 99.8268 0.0000 52.0415 0.0000
_LKA 160.9102 0.0000 91.5249 0.0000
_LTU 78.5675 0.0000 38.2347 0.0015
_LVA 84.8513 0.0000 49.1728 0.0000
_MDA 147.8834 0.0000 94.8151 0.0000
_MKD 67.4716 0.0003 29.2658 0.0301
_MMR 113.4323 0.0000 55.3601 0.0000
_MNG 111.2302 0.0000 76.5165 0.0000
_MYS 133.5504 0.0000 76.2647 0.0000
_NPL 83.1943 0.0000 52.2522 0.0000
_OMN 100.3628 0.0000 59.3699 0.0000
_PAK 126.5705 0.0000 83.1294 0.0000
_PHL 93.8905 0.0000 42.5113 0.0003
_POL 90.5642 0.0000 41.7604 0.0004
_ROU 136.5619 0.0000 63.6672 0.0000
_RUS 92.2836 0.0000 44.8216 0.0001
_SAU 91.1003 0.0000 39.1061 0.0011
_SGP 121.9725 0.0000 53.2259 0.0000
_SVK 149.9506 0.0000 99.8641 0.0000
_SVN 105.8524 0.0000 50.2038 0.0000
_THA 104.5172 0.0000 50.0876 0.0000
_TJK 95.3644 0.0000 36.6826 0.0026
_TKM 101.3428 0.0000 39.2381 0.0010
_TUR 100.1198 0.0000 51.0228 0.0000
_UKR 61.6927 0.0015 29.1956 0.0308
_VNM 91.5724 0.0000 42.4636 0.0003
Hypothesis of at most 3 cointegration relationship
_ALB 44.4588 0.0005 29.9239 0.0023
_ARE 50.4226 0.0001 26.5548 0.0078
_ARM 47.3279 0.0002 29.3645 0.0028
_AZE 45.7851 0.0003 33.3265 0.0006
_BGD 53.6355 0.0000 35.9291 0.0002
_BGR 46.1941 0.0003 26.8456 0.0070
_BHR 38.7730 0.0036 21.7395 0.0410
_BIH 56.5601 0.0000 39.2628 0.0001
_BLR 74.8458 0.0000 44.3410 0.0000
_BRN 57.6479 0.0000 37.8587 0.0001
_BTN 39.6281 0.0027 24.1795 0.0180
_CZE 50.8565 0.0001 33.2417 0.0006
_EGY 51.8842 0.0000 30.6956 0.0017
_EST 66.1394 0.0000 36.5570 0.0002
_GEO 49.2701 0.0001 32.9619 0.0007
_HRV 53.9834 0.0000 32.6196 0.0008
_HUN 36.5172 0.0072 19.5365 0.0823
_IDN 57.1824 0.0000 29.4987 0.0026
_IND 69.9517 0.0000 33.1032 0.0007
_IRN 42.1636 0.0012 33.3220 0.0006
_IRQ 24.0108 0.2000 15.6296 0.2472
_ISR 59.3853 0.0000 30.2733 0.0020
_JOR 63.7669 0.0000 33.0071 0.0007
_KAZ 31.5492 0.0311 22.0270 0.0373
_KGZ 42.3607 0.0011 24.8183 0.0144
_KHM 43.8384 0.0007 26.0984 0.0092
_KWT 45.6681 0.0004 33.8711 0.0005
_LBN 47.7853 0.0002 32.0097 0.0010
_LKA 69.3853 0.0000 31.3151 0.0013
_LTU 40.3328 0.0022 26.4439 0.0081
_LVA 35.6785 0.0094 25.8757 0.0099
_MDA 53.0684 0.0000 22.2226 0.0350
_MKD 38.2058 0.0043 24.6995 0.0150
_MMR 58.0722 0.0000 40.6515 0.0000
_MNG 34.7137 0.0125 26.3931 0.0083
_MYS 57.2856 0.0000 39.6823 0.0001
_NPL 30.9421 0.0368 22.4882 0.0320
_OMN 40.9928 0.0017 25.8022 0.0102
_PAK 43.4411 0.0008 32.8803 0.0007
_PHL 51.3791 0.0001 29.5547 0.0026
_POL 48.8038 0.0001 35.7669 0.0002
_ROU 72.8947 0.0000 33.6737 0.0005
_RUS 47.4620 0.0002 32.8580 0.0007
_SAU 51.9942 0.0000 36.2771 0.0002
_SGP 68.7466 0.0000 33.7218 0.0005
_SVK 50.0865 0.0001 34.2382 0.0004
_SVN 55.6486 0.0000 36.2043 0.0002
_THA 54.4296 0.0000 34.5073 0.0004
_TJK 58.6818 0.0000 25.4782 0.0115
_TKM 62.1047 0.0000 35.6108 0.0003
_TUR 49.0970 0.0001 28.2626 0.0042
_UKR 32.4972 0.0239 17.6567 0.1432
_VNM 49.1088 0.0001 30.4738 0.0018
Hypothesis of at most 4 cointegration relationship
_ALB 14.5349 0.0694 9.9960 0.2122
_ARE 23.8678 0.0022 19.5798 0.0066
_ARM 17.9634 0.0208 17.0531 0.0177
_AZE 12.4586 0.1362 12.1113 0.1065
_BGD 17.7064 0.0229 10.4693 0.1829
_BGR 19.3485 0.0125 11.0325 0.1526
_BHR 17.0335 0.0291 15.0698 0.0372
_BIH 17.2973 0.0265 16.7617 0.0197
_BLR 30.5048 0.0001 24.3876 0.0009
_BRN 19.7892 0.0106 19.1543 0.0078
_BTN 15.4486 0.0508 14.1186 0.0527
_CZE 17.6148 0.0236 14.9861 0.0384
_EGY 21.1886 0.0062 15.7235 0.0292
_EST 29.5824 0.0002 20.0369 0.0055
_GEO 16.3082 0.0376 11.8468 0.1165
_HRV 21.3637 0.0058 21.3233 0.0033
_HUN 16.9808 0.0297 12.0042 0.1105
_IDN 27.6837 0.0005 23.6174 0.0013
_IND 36.8484 0.0000 29.0567 0.0001
_IRN 8.8416 0.3802 8.7020 0.3118
_IRQ 8.3812 0.4256 7.7985 0.3995
_ISR 29.1120 0.0003 20.3969 0.0047
_JOR 30.7598 0.0001 20.3800 0.0048
_KAZ 9.5222 0.3193 7.7275 0.4071
_KGZ 17.5424 0.0243 10.5744 0.1769
_KHM 17.7399 0.0226 17.5268 0.0147
_KWT 11.7970 0.1669 9.7425 0.2294
_LBN 15.7755 0.0454 15.1424 0.0362
_LKA 38.0703 0.0000 22.8542 0.0017
_LTU 13.8889 0.0860 10.0353 0.2096
_LVA 9.8028 0.2962 7.2412 0.4610
_MDA 30.8457 0.0001 19.1028 0.0079
_MKD 13.5063 0.0975 10.7453 0.1674
_MMR 17.4207 0.0253 17.1064 0.0173
_MNG 8.3206 0.4318 7.9574 0.3830
_MYS 17.6034 0.0237 17.3657 0.0157
_NPL 8.4539 0.4182 7.0632 0.4817
_OMN 15.1907 0.0555 14.1476 0.0522
_PAK 10.5609 0.2400 8.0876 0.3699
_PHL 21.8244 0.0049 18.4381 0.0103
_POL 13.0369 0.1135 12.9634 0.0794
_ROU 39.2210 0.0000 28.4472 0.0002
_RUS 14.6039 0.0678 14.1702 0.0517
_SAU 15.7172 0.0463 15.3654 0.0334
_SGP 35.0248 0.0000 20.2655 0.0050
_SVK 15.8483 0.0442 14.9367 0.0391
_SVN 19.4443 0.0120 18.7789 0.0090
_THA 19.9223 0.0101 19.2056 0.0076
_TJK 33.2036 0.0000 23.2101 0.0015
_TKM 26.4939 0.0008 22.0150 0.0025
_TUR 20.8343 0.0071 16.5857 0.0211
_UKR 14.8404 0.0626 14.8269 0.0407
_VNM 18.6349 0.0162 11.2500 0.1421
Hypothesis of at most 5 cointegration relationship
_ALB 4.5389 0.0331 4.5389 0.0331
_ARE 4.2880 0.0384 4.2880 0.0384
_ARM 0.9103 0.3400 0.9103 0.3400
_AZE 0.3473 0.5556 0.3473 0.5556
_BGD 7.2371 0.0071 7.2371 0.0071
_BGR 8.3159 0.0039 8.3159 0.0039
_BHR 1.9637 0.1611 1.9637 0.1611
_BIH 0.5356 0.4642 0.5356 0.4642
_BLR 6.1172 0.0134 6.1172 0.0134
_BRN 0.6349 0.4256 0.6349 0.4256
_BTN 1.3300 0.2488 1.3300 0.2488
_CZE 2.6287 0.1049 2.6287 0.1049
_EGY 5.4650 0.0194 5.4650 0.0194
_EST 9.5455 0.0020 9.5455 0.0020
_GEO 4.4615 0.0347 4.4615 0.0347
_HRV 0.0405 0.8405 0.0405 0.8405
_HUN 4.9765 0.0257 4.9765 0.0257
_IDN 4.0663 0.0437 4.0663 0.0437
_IND 7.7917 0.0053 7.7917 0.0053
_IRN 0.1395 0.7087 0.1395 0.7087
_IRQ 0.5827 0.4452 0.5827 0.4452
_ISR 8.7151 0.0032 8.7151 0.0032
_JOR 10.3797 0.0013 10.3797 0.0013
_KAZ 1.7946 0.1804 1.7946 0.1804
_KGZ 6.9680 0.0083 6.9680 0.0083
_KHM 0.2131 0.6443 0.2131 0.6443
_KWT 2.0544 0.1518 2.0544 0.1518
_LBN 0.6331 0.4262 0.6331 0.4262
_LKA 15.2161 0.0001 15.2161 0.0001
_LTU 3.8537 0.0496 3.8537 0.0496
_LVA 2.5616 0.1095 2.5616 0.1095
_MDA 11.7429 0.0006 11.7429 0.0006
_MKD 2.7609 0.0966 2.7609 0.0966
_MMR 0.3143 0.5751 0.3143 0.5751
_MNG 0.3632 0.5467 0.3632 0.5467
_MYS 0.2377 0.6259 0.2377 0.6259
_NPL 1.3907 0.2383 1.3907 0.2383
_OMN 1.0430 0.3071 1.0430 0.3071
_PAK 2.4733 0.1158 2.4733 0.1158
_PHL 3.3863 0.0657 3.3863 0.0657
_POL 0.0735 0.7863 0.0735 0.7863
_ROU 10.7738 0.0010 10.7738 0.0010
_RUS 0.4337 0.5102 0.4337 0.5102
_SAU 0.3518 0.5531 0.3518 0.5531
_SGP 14.7593 0.0001 14.7593 0.0001
_SVK 0.9116 0.3397 0.9116 0.3397
_SVN 0.6654 0.4147 0.6654 0.4147
_THA 0.7167 0.3972 0.7167 0.3972
_TJK 9.9934 0.0016 9.9934 0.0016
_TKM 4.4789 0.0343 4.4789 0.0343
_TUR 4.2487 0.0393 4.2487 0.0393
_UKR 0.0135 0.9073 0.0135 0.9073
_VNM 7.3849 0.0066 7.3849 0.0066
**MacKinnon-Haug-Michelis (1999) p-values
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