Re: [Gretl-users] Johansen
javier garcia enriquez schrieb:
r>r0), while others defend the following:
Trace H0: r <= r0 H1: r>r0
Lambda max H0: r =r0 H1: r>r0
As John already answered 2 months ago, the null hypotheses are the same
in principle. And as I answered 2 months ago, whether you posit <=0 or
=0 depends on your interpretation or previous test results. (Actually,
one could also argue that the alternative hypotheses are the same, but
that would probably cause still more confusion...)
Is Gretl use either of them??
Gretl's output is very clear about this (it reports both), so where do
your doubts come from?
-sven