16 окт. 2022 г. · I concluded that log levels are non-stationary while log first differences are stationary. Then I have to check their cointegration relationship ...

4 июл. 2017 г. · I have tried solving this for the past 5 days but I do not understand how to interpret the cointegration equation. There are 3 lags (4=autocorr) ...

Hi, Can someone help me interpret my Johansen test please? Thanks. Johansen tests for cointegration Trend: constant.

3 апр. 2017 г. · The results of the Trace statistic seems to suggest that there are five cointegrated equations, whereas the Max-Eigen statistic seems to point to the presence ...

10 дек. 2018 г. · I'm here with a probably dumb question, but stills a question. How to derive from VECM regression using vec var1 var2 the cointegration equation?

31 мая 2018 г. · Your results confirm what you found with the test for cointegration rank, namlely, that there is no cointegration: The alpha coefficients ...

8 нояб. 2017 г. · What would be an appropirate interpretation of the log liklihood values ("LL") in the result table of the "Johansen tests for cointegration"

Some criterias AK and BIA also suggested that i make first difference in the cointegration test. After that i did the Johansen Test of cointegration, and ...

15 окт. 2014 г. · When I try it, using different specifications, generally the trace and maximum eigenvalue test indicate at least one cointegrating relationship.

6 апр. 2017 г. · Working with one cointegration vector makes the results from the Johansen test more easy to interpret, but i'm afraid that I might loose ...