Re: [Gretl-users] Discrepancy between R and Gretl in Johansen cointegration
Am 31.01.2019 um 16:07 schrieb Reynaldo Senra:
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.
See also
https://www.rdocumentation.org/packages/tsDyn/versions/0.9-44/topics/rank...
which also uses Doornik's values. Could you compare those two different
tools in R? (There's no unique R way there.)
cheers,
sven
Attachments:
- attachment.html (text/html — 1.3 KB)