Hypothesis Testing on Cointegrating Vectors
Posted: Fri Oct 01, 2010 1:26 pm
I use within a VAR the View/Cointegration Test and I get the output that I attach here.
Question:
From theory I expect to find the Cointegrating Vectors: [1,0,-1] and [0,-1,-1].
Is it possible to test directly in the "2 Cointegrating Equation(s):" panel the null that B(1,3)=-1?
Question:
From theory I expect to find the Cointegrating Vectors: [1,0,-1] and [0,-1,-1].
Is it possible to test directly in the "2 Cointegrating Equation(s):" panel the null that B(1,3)=-1?