Dear Sven,

Very much thank you for the quick response.

Yes I know they are different. Maybe I was not clear with my message. R reports critical values and gretl p-values. The problem is that the critical values in R indicated 1 cointegration vector but the p-values in Gretl indicated 2. That is the problem. Logically, I expected no discrepancy

I want to know the reason for this


Sent from my Android phone with GMX Mail. Please excuse my brevity.
On 1/31/19, 11:09 PM Sven Schreiber <> wrote:
Am 31.01.2019 um 14:45 schrieb Reynaldo Senra:

As you can see and as I mentioned before, the test statistics is the same, but the critical values (p-values) differ

Please, can you tell me why there is the discrepancy?

it sounds as if you're asking why the critical values are not the same as the p-values. Is that really the question? Because a critical value is a very different thing than a p-value.

_______________________________________________ Gretl-users mailing list