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by protrader
February 1st, 2011, 5:25 pm
Forum: Student Forum
Topic: How to interpret cointegration calculation: Johansen's test
Replies: 5
Views: 30522

How to interpret cointegration calculation: Johansen's test

Nobody understand Johansen's test? Or nobody want to help out?
by protrader
January 31st, 2011, 3:03 pm
Forum: Student Forum
Topic: How to interpret cointegration calculation: Johansen's test
Replies: 5
Views: 30522

How to interpret cointegration calculation: Johansen's test

I also have a Excel app doing this calculation if someone would like to see it in action before you are able to interpret the results.
by protrader
January 30th, 2011, 2:56 pm
Forum: Student Forum
Topic: How to interpret cointegration calculation: Johansen's test
Replies: 5
Views: 30522

How to interpret cointegration calculation: Johansen's test

<t>These are the results. How do I interpret this fascinating code;> summary(ca.jo(cbind(zPEO, zXLE),type = "eigen", K = 2)) 1. 1. Johansen-Procedure # 1.Test type: maximal eigenvalue statistic (lambda max) , with linear trendEigenvalues (lambda):[1] 0.0081571415 0.0006444724Values of teststatistic ...
by protrader
January 30th, 2011, 2:27 pm
Forum: Student Forum
Topic: How to interpret cointegration calculation: Johansen's test
Replies: 5
Views: 30522

How to interpret cointegration calculation: Johansen's test

Hello,How do I interpret Johansen's test results. I have an application calculating using the Johansen's Test but I do not understand the results, so I would be very happy if someone could explain it to me.Thanks!