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2006 Aug 24
0
ca.po Pz test question
...xplain what coefficients for test Pz mean? for Pu it is straight-forward - Var1~ Var2*k1 + intercept +u. and u is tested for having a unit root. for Pz there it looks like Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.010013 0.002409 4.156 3.40e-05 *** zrV1 0.971824 0.006092 159.536 < 2e-16 *** zrV2 0.108994 0.047737 2.283 0.0225 * is it an equation for first differences? like if zrV1 is the first differ for V1 and zrV2 is the first diff for zrV2 then k1*zrV1+k2*zrV2+intercept~0 ??? 3) and the last question - why for...