This might be helpful
http://qkme.me/3tx2p6
Search found 5 matches
- Mon Apr 15, 2013 6:48 am
- Forum: Econometric Discussions
- Topic: Johansen Cointegration Test-VECM-I(2) and Multicointegration
- Replies: 2
- Views: 4386
- Mon Apr 15, 2013 4:20 am
- Forum: Econometric Discussions
- Topic: Interpretation of Johansen TEST
- Replies: 2
- Views: 5340
Re: Interpretation of Johansen TEST
You have cointegration, with more than 1 cointegration vector. You cannot confirm that its two but you can assume that you have more than 1.
- Sat Apr 13, 2013 4:40 am
- Forum: Econometric Discussions
- Topic: Johansen Test for Cointegration
- Replies: 0
- Views: 2436
Johansen Test for Cointegration
Hi, I'm currently running test for cointegration between the bank rate, libor and the standard variable rate between 2000 and 2007 and 2000 and 2010. However, for the longer sample period, no cointegration exists between libor and the standard variable rate. The papers that I am following seem to fi...
- Mon Apr 08, 2013 3:13 am
- Forum: Econometric Discussions
- Topic: Regression Interest Rates
- Replies: 2
- Views: 3767
Re: Regression Interest Rates
Sorry meant Eviews!! :D
- Sun Apr 07, 2013 9:42 am
- Forum: Econometric Discussions
- Topic: Regression Interest Rates
- Replies: 2
- Views: 3767
Regression Interest Rates
I am currently regressing interest rates in stata but after importing them from an excel file they are coming up as percentiles. e.g. 10% = 0.01 I'm not sure if this is definitely correct but I believe that this will alter my interpretations - especially if I am trying to explain the effect of a mar...