Phillips-Ouliaris cointegration test

[bl191]

Hello! I'm asked to use the variance ratio test of the Phillips-Ouliaris test, but I don't know how to use it.
Instead, I used the group.coint(method=po) and my results are:

Can you help me interpret this results?


Dependent tau-statistic Prob.* z-statistic Prob.*
series A -3.1431189 0.4411 -15.9876 0.3877
Series B -2.67888 0.6011 -12.64096 0.5498
Series C -3.13447 0.3941 -14.71111 0.4123
Series D -3.45098 0.2743 -20.9836 0.1342

*MacKinnon (1996) p-values.

Intermediate Results:
Series A Series B Series C Series D
Rho - 1 -0.464875 -0.382145 -0.479013 -0.731042
Bias corrected Rho - 1 (Rho* - 1) -0.488351 -0.401090 -0.471194 -0.672945
Rho* S.E. 0.166487 0.151132 0.152994 0.198874
Residual variance 1.57E+19 7.69E+15 5.381243 5379.901
Long-run residual variance 1.61E+19 8.09E+15 5.463429 4909.198
Long-run residual autocovariance 5.21E+17 2.10E+14 0.0363487 -235.4663
Bandwidth NA NA NA NA
Number of observations 35 35 35 35
Number of stochastic trends** 4 4 4 4

**Number of stochastic trends in asymptotic distribution

Thanks!

[bl191]

Exactly, how should I interpret the intermediate Results?

Thanks again!