Citerar javier garcia enriquez <javigarcia83(a)yahoo.es>:
HI,
And in following sample...What would you say? Are there zero cointegration
vectors or one??? So , the tests accept the both hypothesis. I think it's a
bit confused...
Actually, it is not two different null hypotheses, it is only one null
hypothesis, which can expressed in two different ways.
Regards
Andreas