search for: johnasen

Hi all R users, I'm trying to replicate the same results that are given in a published article after been granted the same data that the authors use. I'm having problems to determine the cointegration rank of my data set using the Johnasen's trace test. This trace test is already programmed in the package ur.ca and can be found in the function ca.jo(). After I run the ca.jo() function on my data set I get the following output: Values of teststatistic and critical values of test: test 10pct 5pct 1pct r<=10 9.71 7.52 9.24 12...