Cointegration

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Maximuis
Posts: 1
Joined: Fri May 10, 2013 6:14 am

Cointegration

Postby Maximuis » Fri May 10, 2013 6:42 am

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'm however not sure which of the statistics I should use to determine cointegration. I'd hope someone would be able to help me with it. Much appreciated.

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