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Dear Glenn, thank you for your answer. I understand now why the R squared is different. I am just confused: Why write that "the fit statistics are computed using the original data, not the FMOLS transformed data." When R2 is a fit statistic? Solely the "Mean dependent var" and &q...

Hello everybody, my question is regarding the summary of the function cointreg(). The Eviews unser's guide states "The summary statistic portion of the output is relatively familiar but does require a bit of comment. First, all of the descriptive and fit statistics are computed using the origin...