La ley de Okun en el Perú - Pontificia universidad cat&oacutelica del ...

Si hacemos un corte en el año 1988, encontramos que existen hasta dos vectores de cointegración,pero solamente para el periodo 1988-1999.Sample: 1970 1988Included observations: 17Series: LPEAO LPIBTLMLags interval: 1 to 1Data Trend: None None Linear Linear QuadraticRank or No Intercept Intercept Intercept Intercept InterceptNo. of Ces No Trend No Trend No Trend Trend TrendSelected (5% level) Number of Cointegrating Relations by Model (columns)Trace 0 0 0 0 0Max-Eig 0 0 0 0 0Sample: 1988 1999Included observations: 12Series: LPEAO LPIBTLMLags interval: 1 to 1Data Trend: None None Linear Linear QuadraticRank or No Intercept Intercept Intercept Intercept InterceptNo. of Ces No Trend No Trend No Trend Trend TrendSelected (5% level) Number of Cointegrating Relations by Model (columns)Trace 2 2 1 1 2Max-Eig 2 2 1 1 2Si hacemos un corte en el año 1990, encontramos que existen hasta dos vectores de cointegración,pero solamente para el periodo 1990-1999.Sample: 1970 1990Included observations: 19Series: LPEAO LPIBTLMLags interval: 1 to 1Data Trend: None None Linear Linear QuadraticRank or No Intercept Intercept Intercept Intercept InterceptNo. of CEs No Trend No Trend No Trend Trend TrendSelected (5% level) Number of Cointegrating Relations by Model (columns)Trace 0 0 0 0 0Max-Eig 0 0 0 0 034