Need. Johansen's integration test is from dry cointegration test to VAR type with cointegration constraints. Because the lag term selected by the co-rescue test should be equal to the optimal lag order of the unconstrained VAR type for one period, after repeated experiments, according to the LR, AIC, SC and other criteria of the VAR type, it can be concluded that the lag number of the papers introduced into the VAR is 3, so it can be judged that the maximum lag number of the co-integration test is 2.