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oaioai:figshare.com:article/1538227

The boolean decisions of the Johansen test on certain time series pairs.

Authors
Publication date
2015
Publisher
Doi

    Abstract

    <p>When doing the test, we let the scalars of nominal significance levels be 0.05, choose the lagged difference in {1, …, 3} by AIC, and assume that there are intercepts and linear trends in the cointegrating relations and there are quadratic trends in the data. The values equal to 1 indicate cointegration, and 0 indicate not.</p><p>The boolean decisions of the Johansen test on certain time series pairs.</p

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    Last time updated on 12/02/2018

    This paper was published in FigShare.

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