This is a follow up to: Cointegration results interpretation validation? I ran another Engel Granger Test on a pair, The results I get: ...
Possible Duplicate: What is the intuition behind cointegration? Although having a postgrad degree in mathematics, I haven't used any maths 'in anger' for quite a few years now, so I am ...
I got the following result for 10 markets Johansen cointegration in R as follows in the trace statistic, up to r<=9 is significant at 5% level. So what should be the cointegration interpretation? ...