Re: [Gretl-users] Gretl-users Digest, Vol 144, Issue 29

Send Gretl-users mailing list submissions to gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/listinfo/gretl-users or, via email, send a message with subject or body 'help' to gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics: 1. Re: Discrepancy between R and Gretl in Johansen cointegration (Sven Schreiber) 2. Re: Discrepancy between R and Gretl in Johansen cointegration (Reynaldo Senra) ---------------------------------------------------------------------- Message: 1 Date: Thu, 31 Jan 2019 15:09:35 +0100 From: Sven Schreiber <svetosch(a)gmx.net&gt; To: gretl-users(a)lists.wfu.edu Subject: Re: [Gretl-users] Discrepancy between R and Gretl in Johansen cointegration Message-ID: <cac7e1ac-fa2e-f39c-afd5-60612c1e4853(a)gmx.net&gt; Content-Type: text/plain; charset="utf-8"; Format="flowed" 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? > Hi, 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. cheers, sven -------------- next part -------------- An HTML attachment was scrubbed... URL: <http://lists.wfu.edu/pipermail/gretl-users/attachments/20190131/3b07ba71/... ------------------------------ Message: 2 Date: Thu, 31 Jan 2019 16:07:51 +0100 From: "Reynaldo Senra" <reynaldosenra(a)gmx.com&gt; To: "Gretl list" <gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] Discrepancy between R and Gretl in Johansen cointegration Message-ID: <trinity-4562ac03-4ba2-4548-af9d-50bf3569ba99-1548947271415@msvc-mesg-gmx021> Content-Type: text/plain; charset="us-ascii" An HTML attachment was scrubbed... URL: <http://lists.wfu.edu/pipermail/gretl-users/attachments/20190131/e26ffcbf/... ------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users End of Gretl-users Digest, Vol 144, Issue 29 ********************************************