Thank you very much for your reply - but is that seriously the only solution? Do I then have to manually extract the p-values from each frozen table?
Thanks for your help.
Search found 2 matches
- Wed Sep 07, 2016 6:33 am
- Forum: Programming
- Topic: How to save p-values in Recursive Cointegration test (Johansen)
- Replies: 3
- Views: 3787
- Tue Sep 06, 2016 12:53 am
- Forum: Programming
- Topic: How to save p-values in Recursive Cointegration test (Johansen)
- Replies: 3
- Views: 3787
How to save p-values in Recursive Cointegration test (Johansen)
Hi I have recently started using Eviews - and am still very much trying to understand how to do things. I should also perhaps say that I am no expert in econometrics either. I am interested in saving the p-values (or an equivalent measure of significance) of a Johansen Cointegration Test on a recurs...