[Gretl-users] Johansen

Javier García javigarcia83 at yahoo.es
Thu Oct 26 17:53:23 EDT 2006


Then how is it that the nule hypothesis r = 0 and r = 1 are both accepted to
the two contrasts? the only consistent hypothesis with the results is that
both nule hypothesis is that the rank (pi) minor or equal to "r", because
the rank can't be 0 and 1 at the same time.
 
thank you
Javi
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