In that case rank=0, so there is not evidence against the (null) hypotesis of no
cointegration...flh(Parameswara das)
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Enviado: Sábado, 4 de agosto, 2012 11:00:02
Asunto: Gretl-users Digest, Vol 67, Issue 6
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Today's Topics:
1. johansen test + rank (Alessia Via)
2. Access elements of a list (Logan Kelly)
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Message: 1
Date: Sat, 04 Aug 2012 10:43:44 +0200
From: Alessia Via <alessia.via(a)unical.it>
Subject: [Gretl-users] johansen test + rank
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID:
<3853_1344069825_501CE0C1_3853_6777_1_20120804104344.61117hc92j52jwe8(a)webmail.unical.it>
Content-Type: text/plain; charset=ISO-8859-1; DelSp="Yes";
format="flowed"
Hello all!
If I have the following output:
Rank Eingenvalue Trace test p-value Test Lmax p-value
0 0,19847 24,401 [0,1899] 16,593 [0,1996]
1 0,082638 7,8086 [0,4933] 6,4690 [0,5613]
2 0,017703 1,3396 [0,2471] 1,3396 [0,2471]
do I have to consider Rank=1 as my right rank order (or rank =2, since
this is the "lowest")? How can I properly interpret it?
It's the first time I'm dealing with time series.....:|
Thanks
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Message: 2
Date: Sat, 4 Aug 2012 13:19:23 +0000
From: Logan Kelly <logan.kelly(a)uwrf.edu>
Subject: [Gretl-users] Access elements of a list
To: "gretl-users(a)lists.wfu.edu" <gretl-users(a)lists.wfu.edu>
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<997A3903FC5FF540AB9AD9D2564C8F596D764C3A(a)UWRFMBX01.servers.uwrf.edu>
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Is it possible to access elements of a list. I need the variable name-as a string-of the
i_th element of a list. Something like
string variable_name = varnam(ylist[i])
Thanks,
Logan Kelly
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