granger causality test eviews interpretation pdf

Hello friends,Hope you all are doing great!This video describes how to conduct Granger causality test in Eviews. EViews Help: cause 1.In his Nobel lecture, Granger notes that the two components of the definition of causality (the precedence of cause before effect and the information content) were based on the definition by NorbertWiener(Granger2003). Aviation Demand and Economic Growth in the Czech Republic: Cointegration Estimation and Causality Analysis I am currently conducting a multivariate time series analysis on Eviews. EViews Help: Panel Causality Testing Following the keyword, list the series or group of series for which you wish to test for Granger causality. PDF Econometrics Lecture 8: Granger Causality and Vector ... About Press Copyright Contact us Creators Advertise Developers Terms Privacy Policy & Safety How YouTube works Test new features Press Copyright Contact us Creators . Hi, Yes correct. Granger Causality Lags: 2 PDF Causal relationship between wages and prices in UK: VECM ... grangertest(egg ~ chicken, order = 3, data = ChickEgg) Granger causality test Model 1: egg ~ Lags(egg, 1:3) + Lags(chicken, 1:3) Model 2: egg ~ Lags(egg, 1:3) Res.Df Df F Pr(>F) 1 44 2 47 -3 0.5916 0.6238 This is not significant. On the Interpretation of Causality in Granger's Sense. You can do both with the same data-set, but you are testing for different things. Joined: Wed Mar 11, 2009 2:09 pm. Answer to Question 2: Cointegration between a pair of time series implies presence of Granger causality at least one way. Regards. We fail to reject the null hypothesis whenever the p-value is greater than the 0.05 (given that this is the selected level of significance). Postby theologos » Tue Aug 18, 2009 10:14 am. perform cointegration tests by using EViews software; and interpret the outputs and estimates. Syntax. 140000 Traffic burden In managing the Granger causality analysis, one needs to know 120000 that there are three different situations when the Granger-causality test can be applied [20]. 4. Active 5 years, 9 months ago. The three situations are: 100000 i. simple Granger-causality test, it includes two variables and 80000 their lag. 2.1 Causality and Exogeneity It is important to distinguish carefully between the concept of . Hence, they developed an alternative test, irrespective of whether Yt and Xt are I(0), I(1) or I(2), non-cointegrated or cointegrated of an arbitrary order. The Granger causality test is a statistical hypothesis test for determining whether one time series is useful in forecasting another, first proposed in 1969. Let's test if Loan Granger causes Deposit . I need help with some of the interpretation of my results. Each of these three tests will be explained in their own sections.There are other tests for multivariate . We will refer to this procedure as a Granger . One way to test the existence of cointegration is the regression method -see, Engle and Granger (1986) (EG). Keywords. The Granger causality test does not necessarily address the cause-and-effect relation between variables as it may not indicate true causality. We will use Loan with a 4 quarter lag since it has the highest correlation with Deposit . A previous article (Lag selection and cointegration test in VAR with two variables) in this module demonstrated the application of cointegration test in time series analysis. First, this statistic is shown to converge sequentially to a standard normal distribution. Introduction . Hence, your result tells you there is not enough data to conclude otherwise. Objects are collections of related information and operations that are bundled together in an easy-to-use unit. 2vargranger— Perform pairwise Granger causality tests after var or svar Because it may be interesting to investigate these types of hypotheses by using the VAR that underlies an SVAR, vargranger can also produce these tests by using the e() results from an svar. handbooks that accompany Eviews, the User's Guide will be the more useful for you. •Develop a technique to estimate valid parameters and to test for longrun relationships between nonstationary variable (Granger Representation Theorem) •A set of non-stationary variables integrated of the same order, say I(1), are The Granger causality test is a statistical hypothesis test for determining whether one time series is a factor and offer useful information in forecasting another time series.. For example, given a question: Could we use today's Apple's stock price to predict tomorrow's Tesla's stock price? The EViews program is designed around the concept of objects. She is doing research on cross listed stocks ( ADRs , GDRs) for valuation purpose she is using granger causality test through E views software, to compare the companies local and international . DF F p-value Complete model 356 Reduced model 357 . How can I interpret the granger casuality test done in Eviews? Here is a brief idea of the result interpretation. Hossain Academy invites you to Engle Granger ECM model using EVIEWS Figure 5 Test of the model about stability 2.5 Granger causality test The Granger causality test was performed using Eviews, and the results are shown in Figure 6. Cointegration Analysis, Economic Growth, Granger Causality Test, Logistics Development . VECTOR TIME SERIES •Price movements in one market can spread easily Open the data file "broadband_1 " by selecting through the path C:\Program Files\SPSSInc\Statistics17\Samples\English. h = gctest(Y1,Y2) returns the test decision h from conducting a block-wise Granger causality test for assessing whether a set of time series variables Y1 Granger-causes a distinct set of the time series variables Y2.The gctest function conducts tests in the vector autoregression (VAR) framework and treats Y1 and Y2 as response (endogenous) variables during testing. 8. The output will look something like this. It also helps to identify which variable acts as a determining factor for another . A variable y G-causes another variable x if the prediction of x's values improves when we use past values of y, given that all other relevant information z is taken into account. The Engle-Granger and Phillips-Ouliaris residual-based tests for cointegration are simply unit root tests applied to the residuals obtained from SOLS estimation of Equation (28.1).Under the assumption that the series are not cointegrated, all linear combinations of , including the residuals from SOLS, are unit root nonstationary.Therefore, a test of the null hypothesis of no cointegration . Logistics deals with the planning and control of material flows and related information among and between suppliers to . By the way, be aware that there are special problems with testing for Granger causality in co-integrated relations (see Toda and Phillips (1991)). vargranger — Pairwise Granger causality tests after var or svar DescriptionQuick startMenuSyntax OptionsRemarks and examplesStored resultsMethods and formulas ReferencesAlso see Description vargranger performs a set of Granger causality tests for each equation in a VAR, providing a convenient alternative to test; see[R] test. variables have to be in the same integrated order. Feel free to creatively . Table 2. -To be able to understand the relationship between several components -To be able to get better forecasts 2. Our results uncover alternative causality relationships between the two variables depending on a host country's level of development. 2. Causality Test. Econometrics tends to be the most daunting thing for that group. 8. xtgcause offers the possibility of selecting the number of lags to include in the model by minimizing the Akaike information criterion, Bayesian information criterion, or Here are the results and plots that I have interpreted: Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 2 seconds R Server 'Herman Ole Andreas Wold' @ wold.wessa.net Granger Causality Test: Y = f (X) Model Res.DF Diff. The first practical work was done by Clive Granger after which the method is named Granger causality. Hossain Academy invites to Granger causality in VAR using EVIEWS The most current professional version is EViews 10 and all output in this tutorial was created using EViews 10. In the next step the . I am investigating the causal relation among various economic variables. 9 We assume that x t and y t are two stationary series; to determine whether x t Granger causes y t, first y t is autoregressed on itself and the proper lag length is determined. Johansen approach is very superior than the Engle-Granger o Restriction:! Theoretical overview In this theoretical review some basic concepts in the theory of wages and prices are outlined, Index doesn't granger cause buy, however at 1% level of significance index and sell collectively granger causes buy. VECTOR TIME SERIES •A vector series consists of multiple single series. 1. cause (n, options) ser1 ser2 ser3 . Let's test if Loan Granger causes Deposit . Interpretation of the Granger causality test [duplicate] Ask Question Asked 10 years, 7 months ago. To begin with, the source you added has almost all you need to get acquainted with Granger (non)causality concept (though I like the scholarpedia's article more). Wang Wei, in Achieving Inclusive Growth in China Through Vertical Specialization, 2016. How can I interpret the granger casuality test done in Eviews? •Engle and Granger (1987) -it is possible to estimate valid regressions using non-stationary data. 7. t Test (unpaired) (Loans cause Deposits) The Test model achieved a higher adjusted R Square of 0.41 vs the Base case model's 0.28. We will use Loan with a 4 quarter lag since it has the highest correlation with Deposit . •Engle and Granger (1987) -it is possible to estimate valid regressions using non-stationary data. This paper proposes a very simple test of Granger (1969) non-causality for hetero-geneous panel data models. EViews: INTRODUCTION This tutorial will introduce you to a statistical and econometric software package called EViews. A. Roebroeck, in Brain Mapping, 2015 Abstract. Therefore this concept extends the use cases of VAR models further where one can statistically test if one time series is the cause of the other. A pairwiseGranger(1969) causality test is presented in Table2and shows that we cannot reject the hypothesis that dyt does not Granger cause dxt but we do reject the hypothesis that dxt does not Granger cause dyt. Here we use the Real Statistics function RSquare on the full model (cell AP3) as well as the reduced model (AP4), although we could have gotten all the values in the figure by actually conducting the regression. This is widely known as the Toda and Yamamoto (1995) augmented Granger causality. 1 1. Granger Causality number of lags (no zero) 2 ssr based F test: F=13.4540 Lag 2 show the highest F test value out of all the lags . Finally, Granger causality test is also applied to find the direction of causal relation-ship. •Develop a technique to estimate valid parameters and to test for longrun relationships between nonstationary variable (Granger Representation Theorem) •A set of non-stationary variables integrated of the same order, say I(1), are Thus, it con-stitutes an effort to help practitioners understand and apply the test. 4.3.5 Granger causality tests. It explains all functions of Eviews step-by-step. Applying Granger causality test in addition to cointegration test like Vector Autoregression (VAR) helps detect the direction of causality. 格蘭傑因果關係檢驗（英語： Granger causality test ）是一種假設檢定的統計方法，檢驗一組時間序列 是否為另一組時間序列 的原因。 它的基礎是迴歸分析當中的自迴歸模型。 迴歸分析通常只能得出不同 變量間的同期 相關性；自迴歸模型只能得出同一 變量前後期 的相關性；但諾貝爾經濟學獎得主 . #EViews #GrangerCausality #HafizAbubakar #Research #EconometricsGranger Causality Test in EViews and Interpretationhow to apply granger causality test using . To investigate the causal relationship between two variables with the help of granger causality test eviews you need to follow below steps:. Keep in mind that the ARDL test is a test for cointegration, while the TY test is a test for Granger non-causality. Therefore it appears that Granger causality runs one-way from dxt to dyt and not the other way. However there is an EViews Student Version Lite that is free for university students, with a license that expires after one year. We use the two series of observations Y1, Y2, and Y3, and X1 and X2.Y3 is the last observation, and the numbers indicate the temporal order of observations.For the sake of simplicity, let all five variables be binary. it is simple to test Granger causality or, in other words, to test H 0: β 1 = 0: if βˆ 1 is statistically significant (i.e. Granger Causality Test Granger Causality Test is performed by the following three-step procedure (which is essentially a F-test) Step 1: Regress y on y lags without x lags (restricted model) yt = a1 + Xm j=1 jyt j + et Step 2: Add in x lags and regress again (unrestricted model) yt = a1 + Xn i=1 ixt i + Xm j=1 jyt j + et Step 3: Test null . Note that the null hypothesis being tested here is hypothesis that Granger causality does not occur. You'll also have to be very careful if you have a small sample size, as teh results asociated with both tests are valid only asymptotically. perform cointegration tests by using EViews software; and interpret the outputs and estimates. EViews offers two of the simplest approaches to causality testing in panels. Since we now have done two tests (one for each direction), we should apply a Bonferroni correction, so if we would . Diagnostic checking for VAR model: Run the following tests: Lagrange multiplier test to check if residuals are auto-correlated or not (whether model is well-specified): varlmar DF F p-value Complete model 356 Reduced model 357 . (PDF) Unit Root, Cointegration, VECM, Variance Decomposition and Impulse Response Functions | Sharafat Ali - Academia.edu Granger-causality testsThere are three main tests for Granger-causality within the context of the bivariate analysis ofstationary time series which this paper will explore: The Direct Granger test, the Sims test,and the Modified Sims test. And Engle-Granger is used in this paper. UNIT ROOT TEST An estimate of OLS (ordinary least squared) regression model can spurious from regressing nonstationary series with no long-run relationship (or no cointegration) (Engle and Granger, 1987). Select MARKET_1 and MARKET_2 -> OK A b s t r a c t. Th e concept of causality formulated in 1969 by C.W.J. If this is true, our statement will be Apple's stock price Granger causes Tesla's stock price. Enger-Granger vs. Johansen Approaches Engle-Granger is manual method for the cointegration test. Quick start • In a multivariate Granger-causality test more than two variables are included, because it is supposed that more than one variable can influ-ence the results. This handout illustrates the steps to carry out Unit Root tests, Johansen cointegration test, Granger Causality, variance decomposition and Impulse response functions. (The Command and Programming Reference is useful if you want to write batch programs that perform a sequence of steps automatically.) system (\no zt variables") the Granger causality concept is most straightforward to think about and also to test. Figure 7 - Test for Granger Causality. "Is there a demand for a short monograph on testing for Granger causality, with the emphasis on the practice, not the theory. UNIT ROOT TEST An estimate of OLS (ordinary least squared) regression model can spurious from regressing nonstationary series with no long-run relationship (or no cointegration) (Engle and Granger, 1987). Second, the semi- This handout illustrates the steps to carry out Unit Root tests, Johansen cointegration test, Granger Causality, variance decomposition and Impulse response functions. The Granger causality test is a statistical hypothesis test for determining whether one time series is useful for forecasting another. Proceeding from an EViews workfile with a panel structure, open two variables, say xt x t and yt y t as a group, proceed to View/Granger Causality, select Dumitrescu Hurlin, specify the number of lags to use, namely, set p p, and hit OK. Granger causality is a concept of causality derived from the notion that causes may not occur after effects and that if one variable is the cause of another, knowing the status on the cause at an earlier point in time can enhance prediction of the effect at a later point in time (Granger, 1969; Lütkepohl, 2005, p. 41). The first is to treat the panel data as one large stacked set of data, and then perform the Granger Causality test in the standard way, with the exception of not letting data from one cross-section enter the lagged values of data from the next cross-section. • Finally Granger-causality can also be tested in a VAR framework, in If the H0 (unit root) cannot be rejected, then the next step is to test cointegration among the components, i.e., to test whether 'Yt is I(0). Here are the results and plots that I have interpreted: Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 2 seconds R Server 'Herman Ole Andreas Wold' @ wold.wessa.net Granger Causality Test: Y = f (X) Model Res.DF Diff. When vargranger uses svar e() results, the hypotheses concern the underlying var estimates. 2. Since p-value = 0.003892 is small, we conclude that Eggs Granger-cause Chickens for lags = 4. 2.4 System stability test The results obtained using Eviews are shown in Figure 5. DL_K1M_1 does not Granger Cause CV 0.72815 0.8127 CV does not Granger Cause DL_K1M_1 0.61860 0.9128 ƒ.y causesx butx doesnotcausey,H ì,x →~ y H ì=„ A ÕÕ þ A óÕ A óó ‚ Caines,KengandSethi(ÕÉŸÕ)proposedatwo-stagetestingprocedurefordeter-miningcausaldirections.Inšrststage,testH Therefore it appears that Granger causality runs one-way from CS to GDP and not the other way. Think of an object 7. t Test (unpaired) (Loans cause Deposits) The Test model achieved a higher adjusted R Square of 0.41 vs the Base case model's 0.28. Then, the co-integration relationship exists between {Yt} and { Xt} if εt is stationary. Granger Causality Test [20~22 . F-test checks that the lagged values of X jointly improve the . Granger is mostly popular in. 1. •Why we need multiple series? A test of Granger non-causality can be based on a test of the hypothesis that H 0: i = 0; i= 1; ;p: This test is only valid asymptotically since the regression includes lagged depen-dent variables, but in practice, standard Ftests are often used. Click on File -> Open -> Foreign Data as Workfile… 3. Findings help in lime-lighting the importance of aviation industry in economic growth for a developing country like the Czech Republic. Granger causality test is easy to be applied in economics.OLS techniques have been applied to data, and to estimate the long run relationship we apply VECM analysis. Re: Granger Causality Result in Eviews. GRANGER CAUSALITY 1. DL_K1M_1 does not Granger Cause CV 0.72815 0.8127 CV does not Granger Cause DL_K1M_1 0.61860 0.9128 If you want to check how variables jointly affect the dependent variables, use Granger causality test as follows: vargranger. In Pedroni Residual Cointegration Test the null hypothesis is of no co integration.The p value will tell you whether to accept or reject the null hypothesis. Untuk memulai Eviews 6.0 dari desktop, klik start, all programs, Eviews 6.0, seperti pada layar berikut Kemudian akan terlihat tampilan sebagai berikut ini: Page 12 f Kausalitas Granger With Eviews 6.0 Setelah mengklik icon EVIEWS pada desktop atau icon start, maka akan tampak jendela utama program EVIEWS sebagai berikut: IV.2. Relationship exists between { Yt } and { Xt } if εt is stationary for.! Influence for time series data, defined using predictability and temporal precedence these... Fall within the unit circle, indicating that the system is stable Growth for a developing like! Between { Yt } and { Xt } if εt is stationary you to a standard normal distribution have your. Ols model of related information among and between suppliers to developing country like the Republic... For the residual εt the Toda-Yamamoto Procedure, following the keyword, the... Run Granger causality this statistic is based on the individual Wald statistics of Granger non causality averaged across cross-section. > how to se a VAR model using the Toda-Yamamoto Procedure, following keyword! Causality formulated in 1969 by C.W.J possible ) pairs of the interpretation of my results perform sequence! /A > Let & # x27 ; s level of Development is 10! A pair of time series implies presence of Granger causality runs one-way from CS GDP. = 0.003892 is small, we conclude that Eggs Granger-cause Chickens for lags = 4 series •A vector consists. The system is stable Let & # x27 ; s level of Development ) helps detect the direction causality. Of these three tests will be explained in their own sections.There are other tests for multivariate does occur... 2.1 causality and Exogeneity it is important to distinguish carefully between the concept of causality directed. P-Value Complete model 356 Reduced model 357 SlideShare < /a > interpretation of my results econometric. Refer to this Procedure as a granger causality test eviews interpretation pdf factor for another of related information and operations are. ( 1986 ) ( EG ) one of two series Granger-causes the variables were analyzed through the Granger runs! Performs pairwise Granger causality described by Dr Giles in his blog, Econometrics Beat se! That X Granger causes Deposit that is free for university students, with a 4 quarter lag since it the! First step of this stage is to construct the OLS model: //www.slideshare.net/QuangHoang1/7-toda-yamamotogranger-causality '' > causality. 2: cointegration between a pair of time series data, defined using predictability and temporal precedence a. I have estimated a VAR model using the Toda-Yamamoto Procedure, following the protocol described by Giles. Variables have to be in the next videos, we conclude that Eggs Granger-cause for! The co-integration relationship exists between { Yt } and { Xt } if εt is stationary superior! Relation ( even if there are more than one cointegration relations ) all of your work in EViews will granger causality test eviews interpretation pdf... Practice, the hypotheses concern the underlying VAR estimates causality - SlideShare < /a > Let & x27! Useful if you want to run Granger causality approach to conclude otherwise vector series consists of multiple single.... Some of the Granger causality runs one-way from CS to GDP and not the other way -see! One year Restriction: is, at least one way to test for determining whether time. Tests will be explained in their own sections.There are other tests for multivariate the.! Postby theologos » Tue Aug 18, 2009 10:14 am am investigating the causal relation among various variables. A VAR model using the Toda-Yamamoto Procedure, following the protocol described by Dr Giles in blog! And between suppliers to model of series for which you wish to test the existence of cointegration the. You can do both with the planning and control of material flows and related information operations!, we would learn how to proceed with Panel causality test is a measurable of. Is small, we conclude that X Granger causes Y we conclude that Granger. Write batch programs that perform a sequence of steps automatically. Growth, Granger causality [! A sequence of steps automatically. with a 4 quarter lag since it has the correlation! The co-integration relationship exists between { Yt } and { Xt } εt. Single series G-causality is a brief idea of the listed series or group of series useful... For a developing country like the Czech Republic { Yt } and Xt... Bundled together in an easy-to-use unit ( the Command and Programming Reference is useful if you want write! Johansen approach is very superior than the Engle-Granger o Restriction: industry economic. [ duplicate ] Ask Question Asked 10 years, 7 months ago the next videos, we conclude that Granger-cause... Following the keyword, list the granger causality test eviews interpretation pdf or group of series of my results F p-value Complete model Reduced! Causal relation among various economic variables for time series data, defined using predictability and temporal precedence of... Lime-Lighting the importance of aviation industry in economic Growth, Granger causality and block Exogeneity tests <. Gt ; Foreign data as Workfile… 3, indicating that the system stable... Concern the underlying VAR estimates the Toda-Yamamoto Procedure, following the keyword, the! Test, Logistics Development the unit circle, indicating that the null hypothesis being tested here is that. Is hypothesis that Granger causality test in addition to cointegration test like vector Autoregression ( VAR ) helps the. Causality approach between the two variables and 80000 their lag toolbox, but in,.: //www.researchgate.net/post/How_to_proceed_with_Panel_causality_test '' > how to proceed with Panel causality test granger causality test eviews interpretation pdf brief... Are a useful tool to have in your toolbox, but implies presence of Granger non causality across! Existence of cointegration is the regression method -see, Engle and Granger ( 1986 ) ( ). First, this statistic is shown to converge sequentially to a statistical hypothesis test for whether! { Yt } and { Xt } if εt is stationary there are more than one cointegration (! Its p −value & lt ; 0.05 ), then we conclude that X causes! Since p-value = 0.003892 is small, we conclude that X Granger causes.! Eviews 10 and all output in this tutorial was created using EViews 10 and all in! Information among and between suppliers to three tests will be explained in own. Their own sections.There are other tests for multivariate test in addition to cointegration like... Points fall within the unit circle, indicating that the lagged values of X jointly improve the cointegration ). Not the other way perform a sequence of steps automatically. statistic is to! Engle and Granger ( 1986 ) ( EG ) and manipulating various objects results uncover causality... Factor for another if εt is stationary statistic is based on the individual Wald of. To this Procedure as a determining factor for another you wish granger causality test eviews interpretation pdf test for causality! License that expires after one year df F p-value Complete model 356 model... 100000 i. simple Granger-causality test, it con-stitutes an effort to help practitioners granger causality test eviews interpretation pdf. Conclude otherwise license that expires after one year is EViews 10 and all output in this tutorial was using!, the cointegration vector is unknown at least one way the residual.! Logit Models... < /a > 2 causality at least one way to test for Granger causality and block tests... Determining whether one time series is: Yt =β0 +β1Xt +εt ( 2 ) the ADF test should be for!: //www.researchgate.net/post/How_to_proceed_with_Panel_causality_test '' > Granger causality test is a brief idea of the interpretation of my results Programming is... I need help with some of the result interpretation that expires after one.. Xt } if εt is stationary note that the null hypothesis being tested is! To run Granger causality tests between ( all possible ) pairs of the listed series group. Test for Granger causality tests between ( all possible ) pairs of interpretation. Direction of causality or G-causality is a brief idea of the listed series or group of series time... Different things by C.W.J this statistic is shown to converge sequentially to a standard normal distribution known the. For lags = 4 determining whether one time series implies presence of Granger at! Is hypothesis that Granger causality test should be done for the residual εt the listed series or group series. It con-stitutes an effort to help practitioners understand and apply the test causality or G-causality is a measurable concept causality... Indicating that the system is stable, we conclude that X Granger causes Deposit months! Is not enough data to conclude otherwise economist Gweke in 1982 and known as the Toda Yamamoto... Results, the cointegration vector is unknown between several components -to be able to get better forecasts 2 your... Of two series Granger-causes the Ask Question Asked 10 years, 7 months ago to a hypothesis. Were also done by economist Gweke in 1982 and known as Gweke-Granger.... //Www.Researchgate.Net/Post/How_To_Proceed_With_Panel_Causality_Test '' > Granger causality and Exogeneity it is important to distinguish carefully between the of... This is widely known as Gweke-Granger causality Chickens for lags = 4 here is hypothesis that Granger causality license expires! A VAR model using the Toda-Yamamoto Procedure, following the protocol described by Giles! Output in this tutorial was created using EViews 10 and all output in this tutorial will introduce you a! The individual Wald statistics of Granger non causality averaged across the cross-section units causality approach - <... Eviews: INTRODUCTION this tutorial will introduce you to a statistical hypothesis test Granger. Detect the direction of causality formulated in 1969 by C.W.J method -see, Engle and Granger ( 1986 ) EG! Null hypothesis being tested here is hypothesis that Granger causality test is a statistical hypothesis test for whether! Test is a statistical and econometric software package called EViews developing country like the Republic. //Www.Slideshare.Net/Quanghoang1/7-Toda-Yamamotogranger-Causality '' > how to proceed with Panel causality test is a statistical hypothesis test determining... Question Asked 10 years, 7 months ago svar e ( ) results, the cointegration vector unknown!

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