Search found 3 matches

by heba90
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
by heba90
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...
by heba90
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...

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