谁能帮我看看EVIEWS 6.0输出的协整检验结果,顺便帮我写出协整方程,不胜感激!这计量看似简单,怎么自学起来这么难!
Date: 04/05/13 Time: 16:29
Sample (adjusted): 2000 2012
Included observations: 13 after adjustments
Trend assumption: Linear deterministic trend
Series: GDP TR
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 0.301761 6.468845 15.49471 0.6401
At most 1 0.129258 1.799322 3.841466 0.1798
Trace test indicates no cointegration 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 Eige