Exactly, how should I interpret the intermediate Results?
Thanks again!
Search found 2 matches
- Sat Nov 02, 2013 7:45 am
- Forum: Econometric Discussions
- Topic: Phillips-Ouliaris cointegration test
- Replies: 1
- Views: 2161
- Sat Nov 02, 2013 6:44 am
- Forum: Econometric Discussions
- Topic: Phillips-Ouliaris cointegration test
- Replies: 1
- Views: 2161
Phillips-Ouliaris cointegration test
Hello! I'm asked to use the variance ratio test of the Phillips-Ouliaris test , but I don't know how to use it. Instead, I used the group.coint(method=po) and my results are: Can you help me interpret this results? Dependent tau-statistic Prob.* z-statistic Prob.* series A -3.1431189 0.4411 -15.9876...