New answers tagged cointegration
Johansen test estimates the rank (r) of given matrix of time series with confidence level. In your example you have 2 time series, therefore Johansen tests null hypothesis of r=0 < (no cointegration at all), r<1 (till n-1, where n=2 in your example). If r<=1 test value (6.39) was greater than a confidence level's value (say 10%: 7.52), we would ...
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