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- Sat Jul 23, 2011 6:42 am
- Forum: Econometric Discussions
- Topic: Read Cointegration table
- Replies: 1
- Views: 3951
Read Cointegration table
Hello! I would like to know how to read the Cointegration Table as I have some difficulties in explaini it. According to my cointegration test I reject the hypothesis at the 5% and 1% level and the trace test indicates 1 cointegrating equation at both 5% and 1% level, which is confirmed by the max. ...