search for: thenrank

Displaying 1 result from an estimated 1 matches for "thenrank".

2007 Aug 05
1
Understanding of Johansen test.
...a[12]*y1[t-1] + a[22]*y1[t-1] +a[23]*y1[t-1] = 0 a[12]*y1[t-1] + a[22]*y1[t-1] +a[23]*y1[t-1] = 0 therefore number of co-integrating relationship is 3 am I correct? Therefore in my understanding : if variables in a system show some co-integrating relationship thenrank should be close to zero. Am I making any mistakes? Can anyone here clarify me? Regards, Megh --------------------------------- [[alternative HTML version deleted]]