# 协整检验结果怎么看_ johansen协整检验结果怎么看

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 SER_01 SER_10 SER_11 SER_12 45649.00 772.9700 33258.20 3.000000 44510.00 804.3600 32690.30 3.000000 46662.00 1141.640 32335.00 3.000000 50454.00 1572.660 32260.40 4.940000 49417.00 1836.270 32434.90 5.480000 51230.00 1961.200 32626.40 9.140000 50839.00 2011.730 32911.80 9.130000 46218.00 2031.800 32798.00 9.780000 45264.00 2113.020 32451.00 10.28000 45706.00 2236.500 31991.00 9.880000 43069.50 2319.330 31259.60 12.43000 46946.90 2513.760 30596.00 15.61000 48402.20 2851.870 29975.50 19.90000 49804.00 3155.410 28695.90 21.42000 50148.00 3822.870 27564.00 22.10000

 Date:  03/13/12   Time: 11:46 Sample(adjusted): 1995 2007 Included observations: 13  after adjusting endpoints Trend assumption: Linear  deterministic trend Series: SER_01 SER_10 SER_11  SER_12 Lags interval (in first  differences): 1 to 1 Unrestricted Cointegration  Rank Test Hypothesized Trace 5 Percent 1 Percent No. of CE(s) Eigenvalue Statistic Critical Value Critical Value None ** 0.997628 147.0389 47.21 54.46 At most 1 ** 0.963010 68.46469 29.68 35.65 At most 2 ** 0.668225 25.60243 15.41 20.04 At most 3 ** 0.579419 11.25955 3.76 6.65 *(**) denotes  rejection of the hypothesis at the 5%(1%) level Trace test indicates 4  cointegrating equation(s) at both 5% and 1% levels

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【这结果表明存在n个协整，即协整矩阵的秩是n，但这就意味着原来的序列是平稳的，而协整的前提是原来序列都是不平稳的，因此矛盾了。所以协整不成立。】

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