Search found 3 matches
- Sat Apr 18, 2015 9:07 am
- Forum: Econometric Discussions
- Topic: Johansen Cointegration Result Interpretation
- Replies: 14
- Views: 59626
Re: Johansen Cointegration Result Interpretation
both results are weird
- Sat Apr 18, 2015 9:06 am
- Forum: Econometric Discussions
- Topic: Johansen Cointegration Result Interpretation
- Replies: 14
- Views: 59626
Re: Johansen Cointegration Result Interpretation
I am sorry the one confusing me is Date: 04/18/15 Time: 15:06 Sample (adjusted): 2004Q3 2013Q4 Included observations: 38 after adjustments Trend assumption: Linear deterministic trend Series: CR MR ROA TA EFFICIENCY Lags interval (in first differences): 1 to 1 Unrestricted Cointegration Rank Test (T...
- Sat Apr 18, 2015 9:00 am
- Forum: Econometric Discussions
- Topic: Johansen Cointegration Result Interpretation
- Replies: 14
- Views: 59626
Re: Johansen Cointegration Result Interpretation
Hello everyone can you help me interpret these results i am a bit confused whether there is a cointegration or not I am doing work for my thesis and i want to do a VEC model do i have cointegration or not? Date: 04/18/15 Time: 17:42 Sample (adjusted): 2005Q2 2013Q4 Included observations: 35 after ad...
