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- Fri Dec 09, 2011 11:33 am
- Forum: Data Manipulation
- Topic: Estimating a Trace Statistic from a changed Eigenvalue
- Replies: 0
- Views: 1704
Estimating a Trace Statistic from a changed Eigenvalue
Hello, I've been searching all over trying to find a way, when running the Johansen testing procedure on three series, I have the three generated eigenvalues and their trace statistics however if I want to hypothetically change one of the Eigenvalues, I want to see it's change on the trace statistic...