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Search options not deleted user 91856

Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.

1 vote
1 answer
7k views

Interpretation of ur.df - "p-value"?

z.diff.lag8 3.919041e-01 2.794371e-01 1.40248 0.1787705 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 6708593 on 17 degrees of freedom Multiple R-squared … : 0.7237276, Adjusted R-squared: 0.5613144 F-statistic: 4.253547 on 10 and 17 DF, p-value: 0.003348755 Value of test-statistic is: -3.2263 3.9622 5.2635 Critical values for test statistics: …
RaymondD's user avatar
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1 vote
0 answers
131 views

Johansen Cointegration Test [duplicate]

Now my question: When I apply the Johansen cointegration test (function ca.jo in "urca" package in R), should I test with the variables at level or at first difference? …
RaymondD's user avatar
  • 211