Problem with using egcitest for cointegration

23 visualizaciones (últimos 30 días)
vanja andrejev
vanja andrejev el 7 de Abr. de 2019
I am trying to test cointegration for variables that are clearly cointegreted and egcitest does not reject hypothesis. I attached graph which showes cointegration. I can not figure out what I am doing wrong?
>> [h,pValue] = egcitest([novipodaci1(:,end),novipodaci1(:,1)])
h =
0
pValue =
0.3554
>> plot(x,[novipodaci1(:,end),novipodaci1(:,1)])

Iniciar sesión para responder a esta pregunta.

Respuestas (0)

Categorías

Más información sobre Cointegration Analysis en Help Center y File Exchange.

Etiquetas

Productos

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by