new;
outwidth 250;
#include dstamp.set;
library coint,pgraph;
format /rd 8,3; ts=hsec;
@-------------------user-defined global variables--------------------------@
output file = uroot_sample.out; output on;
@--------------------------------------------------------------------------@
dstamp;
format /rd 12,4;
"uroot_sample.pgm: Testing for unit root and cointegration
"--------------------------------------------------------------------------";
r_date      = xlsreadm("000869","a6:a123",1,0);
ra          = ln ( xlsreadm("000869","b6:b123",1,0) );
rb          = ln ( xlsreadm("000869","c6:c123",1,0) );
t1=rows(ra);
dra   = ra[2:t1]  - ra[1:t1-1];
drb  = rb[2:t1] - rb[1:t1-1];

@xy(seqa(1,1,t1),ra);@

"Engle-Granger test for cointegration";
{alpha, tstat,c_t} = cadf(ra,rb,0,12);
"Autoregressive Parms = ";; alpha;
"ADF t-stat           = ";; tstat;
"1% cv                = ";; c_t[1];
"5% cv                = ";; c_t[2];

就这样....

总之就是对ra，rb两列数进行格兰杰协整检验，出错提示index out of range，什么意思啊？怎么改呀？