[Gretl-users] Johansen

[Andreas Karlsson]

Citerar javier garcia enriquez <javigarcia83 at yahoo.es>:

> HI,
>    
>   And in following sample...What would you say? Are there zero cointegration
> vectors or one??? So , the tests accept the both hypothesis. I think it's a
> bit confused...

Actually, it is not two different null hypotheses, it is only one null
hypothesis, which can expressed in two different ways.

Regards
Andreas