Can I read Johansen 12 Trend on EtoBox?
Johansen 12 Trend by Ismmael Zummba is a document available to read on EtoBox.
What is Johansen 12 Trend about?
The Johansen Cointegration Test indicates the presence of 1 cointegrating equation at the 0.05 level based on the Trace test, while the Maximum Eigenvalue test suggests 2 cointegrating equations. The analysis includes various series such as CRES_PIB, TX_CAMB, and MON_SEC, with adjustments for exogenous variables. The results show significant relationships among the variables, with specific adjustment coefficients calculated for each series.
- Author
- Ismmael Zummba
- Language
- EN