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Intepretation of Johansen Cointengration Test

Posted: Sun Sep 02, 2012 8:44 am
by khor1984
Hi,

I am a new beginner of Eviews. I am doing on the weak form market efficiency of 8 stock exchanges in the Asian region. My ADF unit root test shows that all the stock market indexes are integrated of the same order at I(1).

Then, I proceed to do Johansen Cointegration Test. I do not know which assumption to use. So, I choose assumption 3 and assumption 6. Attached are the output of my analysis, but I have no idea on how to intepret it.

Please help as I need it for my MBA thesis. TQVM.


Thanks.

Re: Intepretation of Johansen Cointengration Test

Posted: Mon Sep 03, 2012 2:14 am
by khor1984
Is Johansen-Null hypothesis refer to ''Series are not cointegrated''?
Appreciate feedback from those familiar with Johansen.
TQVM.