Cointegration equations
Posted: Sun Nov 29, 2015 8:25 pm
Hello;
I know nothing on cointegrations as I am new on this analysis.
Please assist me to know what is it and if I performed seven tests on co integrtion. how many equations will
I have?
How do I interprete if four out of these seven test their p-value is less than 5% atnd the rest three is more than 5%.
thanking in advance
I know nothing on cointegrations as I am new on this analysis.
Please assist me to know what is it and if I performed seven tests on co integrtion. how many equations will
I have?
How do I interprete if four out of these seven test their p-value is less than 5% atnd the rest three is more than 5%.
thanking in advance