Johansen test里关于协整向量的检验在哪里?
是以下这部分吗?还是要另外用极大似然估计拟合两个变量,下面这个我看不太明白
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
LNCN LNF C
20.55656 -21.17916 4.912006
4.696810 0.079099 -38.70613
Unrestricted Adjustment Coefficients (alpha):
D(LNCN) -0.015815 -0.019419
D(LNF) 0.047368 -0.018400
1 Cointegrating Equation(s): Log likelihood 109.2864
Normalized cointegrating coefficients (standard error in parentheses)
LNCN LNF C
1.000000 -1.030287 0.238951
(0.03748) (0.30241)