Hi everybody,
I want to do Monte-Carlo simulations with the Johansen cointegration
test. However, as far as I can see the $value and $test are not assigned
new values when this test is carried out.
My question is if there is any way I can can get hold of the test output
(as variables) from the Johansen test? I can't find anything on this
issue in the Gretl-documentation.
Thank you in advance
Torben Schmith
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Torben Schmith
Senior scientist
Center for Ocean and Ice
Danish Meteorological Institute
Lyngbyvej 100
DK-2100 Copenhagen Ø
DENMARK
Phone direct : +45 39 15 74 44
Phone switch : +45 39 15 75 00
Fax : +45 39 15 73 00
E-mail : ts(a)dmi.dk
Homepage :
http://ocean.dmi.dk/staff/ts/ts.html
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