[R-SIG-Finance] [R-sig-finance] Looking for critical values for Johansen's trace test
ron_michael70 at yahoo.com
Mon Aug 24 14:15:24 CEST 2009
Hi can anyone please help me on where to get table for critical values for
Johansen's Trace test for testing co-integration rank, for different type of
deterministic terms? I already have looked into Hamilton's book however
could not find what I want.
Your help will be highly appreciated.
View this message in context: http://www.nabble.com/Looking-for-critical-values-for-Johansen%27s-trace-test-tp25115000p25115000.html
Sent from the Rmetrics mailing list archive at Nabble.com.
More information about the R-SIG-Finance