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- Sun Jul 22, 2012 2:51 am
- Forum: Bug Reports
- Topic: about AIC/SC in Johansen cointegration test table
- Replies: 1
- Views: 4182
about AIC/SC in Johansen cointegration test table
Hi. I am not sure whether this is a bug, but allow me to ask. I use the command "coint" to get a summary of Johansen cointegration test. As a part of its output, it produces the tables of log likelihoods, AIC and Schwarz criteria for different cointegration ranks and deterministic trend sp...