the interpretation of jcitest
2 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
Hi, I am using jcitest function to determine the number of possible cointegrating vectors on the simulated data.
But for me, it is unclear how to interpret the output. For instance,
case 1: [1 1 1 0]
case 2: [1 0 0 1]
In the case 1, I understand that I can interpret that "there are 3 or less cointegrating vectors".
But what about the case 2? It suggests "there are 1 or less cointegrating vectors"(by first zero in the array) as well as "there are 2 or less..." (by the second zero), then the last element in the array (one) says the hypothesis of "there are 4 or less..." are rejected.
So all the test somehow contradicts.
0 comentarios
Respuestas (0)
Ver también
Categorías
Más información sobre Airfoil tools en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!