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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)
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Message: 1
Date: Thu, 31 Jan 2019 15:09:35 +0100
From: Sven Schreiber <svetosch@gmx.net>
To: gretl-users@lists.wfu.edu
Subject: Re: [Gretl-users] Discrepancy between R and Gretl in Johansen
cointegration
Message-ID: <cac7e1ac-fa2e-f39c-afd5-60612c1e4853@gmx.net>
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
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Message: 2
Date: Thu, 31 Jan 2019 16:07:51 +0100
From: "Reynaldo Senra" <reynaldosenra@gmx.com>
To: "Gretl list" <gretl-users@lists.wfu.edu>
Subject: Re: [Gretl-users] Discrepancy between R and Gretl in Johansen
cointegration
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