ADF热和确样抗检验
支出:x取对数LNX 要阶
Augmented Dickey-Fuller test statistic -3.2141 P值 0.0576
Te于另长著等鸡钢项st critical valu正纪挥检活司穿条来和es: 1% level -4.582648
5% level -建宁3.320969
10% level -2.801384
十分理想
收入:lny
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.098107 0.0042
Test critical values: 1% level 增队够散答概区-4.420595
5% level -3.259808
10% level -2.771129
理想1%
johansen协整:
Unrestricted Cointegration Rank Test (Trace)
No. of CE(s) 0.05StatistiC 协积统计量 Prob.**
存长期均衡关系 10.17836 15.49471 0.2玉控终阻较燃673 拒绝
多存协积养找永向量 0.28740 3.841466 0.5919 接受
Unrestricted C临修更线在航周ointegration Rank Test (Maximum Eigenvalue)
0.05Statis从燃油类孔克房团tic Critical Value Prob.**
存长期兰先而突起让活历仅陆均衡关系 9.890949 14.26460 0.2192 拒绝
多存协积向量 0脚曲代含名味.287407 3.841原洋财谁境留宗限福维可466 0.5919 接受
lny=-1.24lnx
Granger
2阶
F-Statistic Pro迫谁娘令争两校断运一bability
LNX d述急鱼育oes not Granger Cause LNY 0.12270 0.88774
LNY does not Granger Cause LNX 3.72045 0.122看真只细民早消或24
双向granger因好
3阶
F-Statistic Probability
LNX does not Granger Cause LNY 0.39442 0.79044
LNY does not Granger Cause LNX 323.700 0.04083
lnXLNYGranger因
全部了~~~~希望对有帮助~~通镇罪率倍龙完商升赶商~~
