Re: [Gretl-users] Discrepancy between R and Gretl in Johansen cointegration
Am 31.01.2019 um 19:05 schrieb Sven Schreiber:
Also it seems that somebody else had a very similar question
comparing
ca.jo and Python's statsmodels:
https://github.com/statsmodels/statsmodels/issues/5355
I've added a comment to that statsmodels thread, linking our discussion
here.
cheers,
sven