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- Mon Apr 18, 2016 1:26 pm
- Forum: Econometric Discussions
- Topic: Interpreting Engle Granger cointegration test results
- Replies: 0
- Views: 2701
Interpreting Engle Granger cointegration test results
I have attached the results of the test. My variables are: industrial production, petroleum prod. and steel prod. (all in logs). I understand that I can reject the null hypothesis only when "steel" is the depended variable, but what does that mean? Are the 3 of them cointegrated or not? Th...