Take the 2-minute tour ×
Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. It's 100% free, no registration required.

how do i interpret the results of the Johansen cointegration test if the result from my STATA output fails to accept both null hypotheses of r=0 and r<=1 ?

for example:

STATA Screenshot

can i conclude whether there is a cointegrating relationship??

many thanks in advance!

share|improve this question
add comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.