Hi; I wanted to know what are the hypothesis that Gretl uses in the Johansen’s tests (trace and lambda max). We think there is a very confused topic in the literature, because some articles (programs) says(uses) that both have the same hypothesis (H0: r ≤ r0; H1: r>r0), while others defend the following: Trace H0: r ≤ r0 H1: r>r0 Lambda max H0: r =r0 H1: r>r0 Where r0 is the number of coitegration vectors Is Gretl use either of them?? Thanks Javi --------------------------------- LLama Gratis a cualquier PC del Mundo. Llamadas a fijos y móviles desde 1 céntimo por minuto. http://es.voice.yahoo.com