我只是不知道协整检验结果出来了，具体怎么解释？其实对你们学习这个专业的人士来说，我问的这个问题简直是小菜一碟，但是你们就是不愿意帮我，我不明白，到底你们来这个网站干什么，学习只是为了什么？

Cointergation test (Series: LNZZ LNNY)

Date: 05/30/06 Time: 21:10

Sample: 1 343

Included observations: 338

Test assumption: Linear deterministic trend in the data

Series: LNZZ LNNY

Lags interval: 1 to 4

Likelihood 5 Percent 1 Percent Hypothesized

Eigenvalue Ratio Critical Value Critical Value No. of CE(s)

0.041504 21.60537 15.41 20.04 None **

0.021301 7.277411 3.76 6.65 At most 1 **

*(**) denotes rejection of the hypothesis at 5%(1%) significance level

L.R. test indicates 2 cointegrating equation(s) at 5% significance level

Unnormalized Cointegrating Coefficients:

LNZZ LNNY

-1.340661 1.449949

1.325420 -0.237620

Normalized Cointegrating Coefficients: 1 Cointegrating Equation(s)

LNZZ LNNY C

1.000000 -1.081518 -5.288960

(0.23316)

Log likelihood 2166.169

[此贴子已经被作者于2006-5-31 9:31:32编辑过]