毕业论文写作中,遇到坎了,求助。我想知道stata怎么做面板数据的协整检验呀?
我自己试着用xtwest这个命令做了一下,出现这种结果,有人能帮忙看一下吗?
. xtwest lncons lnpgdp lninc urban gap,lags(1)
Calculating Westerlund ECM panel cointegration tests..........
Results for H0: no cointegration
With 10 series and 4 covariates
-----------------------------------------------+
Statistic | Value | Z-value | P-value |
-----------+-----------+-----------+-----------|
Gt | -2.633 | -2.010 | 0.022 |
Ga | -2.074 | 3.471 | 1.000 |
Pt | -5.356 | -0.192 | 0.424 |
Pa | -1.571 | 1.965 | 0.975 |
-----------------------------------------------+