Lectures on by Søren Johansen Department of Economics ...
Lectures on by Søren Johansen Department of Economics ...
Lectures on by Søren Johansen Department of Economics ...
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Determinati<strong>on</strong> <strong>of</strong> cointegrati<strong>on</strong> rank for two periods<br />
1960:1-1979:4 1981:1-2002.1<br />
r p r p val max p val max<br />
0 4 0.47 0:01 0.56 0.51 0.00 0.77<br />
1 3 0.25 0:43 0.73 0.27 0.03 0.71<br />
2 2 0.13 0:76 0.77 0.20 0.26 0.81<br />
3 1 0.09 0:58 0.90 1 0.08 0.44 0.96 1<br />
4 0 0.94 1 0.98 1<br />
25
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