I am imposing restrictions a cointegrating vector in a VECM. My understanding is that the proper critical values are those of a chi-squared distribution with degrees of freedom equal to the number of restrictions placed on the cointegrating vector. I have placed four restrictions on a vector. However, the EViews output displays the following:
Chi-square(9) 8.647569
Probability 0.470422
I am having difficulty reconciling that with a chi-squared table. What is in parentheses? If it's the degrees of freedom, where does that number come from? I only have four restrictions. If it is a critical value then the p-value would be much lower than that. I am just a student, so I am sure I am missing something obvious, but I will be very appreciative of any guidance.
Thanks,
drew
Degrees of freedom for a liklihood ratio test on VECM coefs
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