Have data below
27.34
11.52
29.41
12.28
29.53
12.07
29.63
11.89
30.09
12.06
29.93
12.04
29.8
12.12
28.81
11.63
30.15
12.36
29.38
12.06
28.56
11.91
28.02
11.51
The coint gives below ? coint 1 v1 v2Step 1: testing for a unit root in v1Augmented Dickey-Fuller test for
On Sun, 18 Dec 2011, clarodina(a)lycos.com wrote:
[once again, HTML only -- please do NOT do this!]
1. The final ADF regression in the Engle-Granger test does not
include any deterministic terms (thus, no constant).
2. After running a regression in the GUI you can always save
the residual, und