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by yudhaprama
Sun May 02, 2010 2:58 pm
Forum: Econometric Discussions
Topic: Johansen’s Cointegration Test: cointegrating equation
Replies: 2
Views: 2911

Johansen’s Cointegration Test: cointegrating equation

my friend said that if you get the same number of cointegrating equation with the number of variables means that the conclusion that there is no cointegration. is it true? as an example: if the trace statistics of Johansen’s Cointegration Test indicate there are two cointegrating equations with two ...

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