VAR滞后期是1阶的（1阶时AIC和SC值较2阶时更小，所以选1阶滞后，这样对吗？），可Johansen检验（用第三种情况做的）用2阶滞后期时才表明存在两个协整向量，按理应该用0阶滞后的，不知道这样可不可以？Johansen检验结果如下：
检验指出存在两个协整向量，可我怎么就看出一个啊？我看出的协整方程是:JYFY=0.393636JJZZ +0.029495TZBQ +ut 不知道对不对啊？为什么没有常数项的系数呢？
另外，为什么Johansen检验表明不存在协整关系时，它下面还会有协整向量啊？我用1阶滞后期做时就表明不存在协整关系可下面还是会有协整向量，好晕啊～～～
烦请高人指点！！现在我没能力支付，要是有币一定不吝啬的！！！！！！先谢谢各位了！！

Date: 11/09/09   Time: 09:01   
Sample (adjusted): 1994 2007   
Included observations: 14 after adjustments   
Trend assumption: Linear deterministic trend   
Series: JYFY JJZZ TZBQ     
Lags interval (in first differences): 1 to 2   
   
Unrestricted Cointegration Rank Test (Trace)   
   
Hypothesized  Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
   
None *  0.968351  79.38717  29.79707  0.0000
At most 1 *  0.881650  31.04460  15.49471  0.0001
At most 2  0.079983  1.167080  3.841466  0.2800
   
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level   
* denotes rejection of the hypothesis at the 0.05 level   
**MacKinnon-Haug-Michelis (1999) p-values   
   
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)   
   
Hypothesized  Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
   
None *  0.968351  48.34257  21.13162  0.0000
At most 1 *  0.881650  29.87752  14.26460  0.0001
At most 2  0.079983  1.167080  3.841466  0.2800
   
Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level   
* denotes rejection of the hypothesis at the 0.05 level   
**MacKinnon-Haug-Michelis (1999) p-values   
   
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):     
   
JYFY JJZZ TZBQ  
94.36330 -37.14479 -2.783205  
-155.0211  44.27634  11.15799  
-153.8416 -7.212729  71.47083  
   
   
Unrestricted Adjustment Coefficients (alpha):     
   
D(JYFY)  0.008027  0.006694 -0.000762
D(JJZZ) -0.000546 -0.003096 -0.003204
D(TZBQ)  0.015025 -0.008207  0.000625
   
   
1 Cointegrating Equation(s):   Log likelihood  146.7010
   
Normalized cointegrating coefficients (standard error in parentheses)   
JYFY JJZZ TZBQ  
1.000000 -0.393636 -0.029495  
  (0.03389)  (0.03719)  
   
Adjustment coefficients (standard error in parentheses)   
D(JYFY)  0.757497   
  (0.29889)   
D(JJZZ) -0.051475   
  (0.45453)   
D(TZBQ)  1.417803   
  (0.36271)   
   
   
2 Cointegrating Equation(s):   Log likelihood  161.6397
   
Normalized cointegrating coefficients (standard error in parentheses)   
JYFY JJZZ TZBQ  
1.000000  0.000000 -0.184304  
   (0.02519)  
0.000000  1.000000 -0.393281  
   (0.07099)  
   
Adjustment coefficients (standard error in parentheses)   
D(JYFY) -0.280292 -0.001770  
  (0.29056)  (0.09253)  
D(JJZZ)  0.428541 -0.116837  
  (0.84352)  (0.26862)  
D(TZBQ)  2.690005 -0.921458  
  (0.34194)  (0.10889)