Limit on cointegrating equations

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adf
Posts: 4
Joined: Mon Oct 19, 2009 9:32 pm

Limit on cointegrating equations

Postby adf » Tue Oct 20, 2009 5:40 pm

Hi,

I have been investigating the cointegration of 6 variables, one of which is exogenous. When I run the Johansen cointegration test the trace tests both indicate 5 cointegrating equations. However the subsequent output only specifies 4 cointegrating equations.

Is there a limit (in the software) on the number of CEs it will display?

Thanks,

Andrew
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adf
Posts: 4
Joined: Mon Oct 19, 2009 9:32 pm

Re: Limit on cointegrating equations

Postby adf » Tue Oct 20, 2009 5:46 pm

Must have been a glitch somewhere. Now they all show. Weird.
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