Tell me more ×
Cross Validated is a question and answer site for statisticians, data analysts, data miners and data visualization experts. 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

Know someone who can answer? Share a link to this question via email, Google+, Twitter, or Facebook.

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.