Re: [Gretl-users] About the Johansen test
On Sat, 24 Jan 2009, Olle Olsson wrote:
Hey all, ' I'm trying to master Johansen's test for
cointegration, but I
am a bit puzzled. When I ran a bivariate Johansen test on some data I'm
working on, the result was:
...
If in a system with n variables the cointegration rank is r, than all the
variables are stationary. See section 21.2 of the gretl manual.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti