三个变量存在一个协整方程_如何看NJohansen检验的结果表明三个变量之间存在一个协整关系得到的协整方程？...

Date: 04/18/15   Time: 13:03

Sample (adjusted): 1982 2014

Included observations: 33 after adjustments

Trend assumption: Linear deterministic trend

Series: LGINI LGDP LM2_GDP

Lags interval (in first differences): 1 to 1

Unrestricted Cointegration Rank Test (Trace)

Hypothesized                Trace        0.05

No. of CE(s)        Eigenvalue        Statistic        Critical Value        Prob.**

None *         0.525708         50.43720         29.79707         0.0001

At most 1 *         0.418877         25.82143         15.49471         0.0010

At most 2 *         0.213116         7.909260         3.841466         0.0049

Trace test indicates 3 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