如何用eviews进行协整检验 Eviews怎么做协整检验?
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Null Hypothesis: CK1 has a unit root
Exogenous: Constant
Lag Length: 1 (Automatic based on SIC, MAXLAG=2)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.348387 0.0080
Test critical values: 1% level -4.200056
5% level -3.175352
10% level -2.728985
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20
observations and may not be accurate for a sample size of 11
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(CK1)
Method: Least Squares
Date: 05/03/11 Time: 15:57
Sample (adjusted): 1999 2009
Included observations: 11 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
CK1(-1) -0.702325 0.161514 -4.348387 0.0025
D(CK1(-1)) 3.525136 0.783885 4.497009 0.0020
C 1153.578 425.1752 2.713182 0.0265
R-squared 0.718296 Mean dependent var 927.5455
Adjusted R-squared 0.647870 S.D. dependent var 1351.006
S.E. of regression 801.6940 Akaike info criterion 16.43833
Sum squared resid 5141706. Schwarz criterion 16.54685
Log likelihood -87.41082 F-statistic 10.19932
Durbin-Watson stat 2.121564 Prob(F-statistic) 0.006298
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