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Oct
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asked Should cointegration be tested using close or adjusted close prices?
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comment How to interpret the eigenmatrix from a Johansen cointegration test?
Owen thank you for your detailed answer, it got my head straight. As for eigenvalue Half life is calculated by Log(2)/EigenValue. This is why you choose the biggest eigenvalue.
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accepted How to interpret the eigenmatrix from a Johansen cointegration test?
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revised How to interpret the eigenmatrix from a Johansen cointegration test?
improved forrmating
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asked How to interpret the eigenmatrix from a Johansen cointegration test?