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- Fri Jul 15, 2011 4:27 am
- Forum: Econometric Discussions
- Topic: cointegration test
- Replies: 0
- Views: 1583
cointegration test
Hello I did cointegration test on my variables and got the results as Normalized cointegrating coefficients (standard error in parentheses) SPEED SUB @TREND(2) 1.000000 0.000914 -0.023365 (0.00063) (0.00193) It means that speed = a - .000914 Sub +.023365 trend. I am not able to differentiate between...