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- Fri May 10, 2013 6:42 am
- Forum: Econometric Discussions
- Topic: Cointegration
- Replies: 0
- Views: 1450
Cointegration
I've got a question about cointegration. I've made a residual series and did a ADF Unit-root test. I got the following data out of it: Augmented Dickey-Fuller test statistic - t-statistic 0.814356 Prob. 0.9529 Variables: RESID_COINTEGRATION(-1) Prob. 0.4226 C Prob. 0.3269 @TREND(1965) Prob. 0.1754 I...