In which situation cointegration test can be performed? Write down its null Also, refer the given table and interpret the results? HypothesizedNo. of CE(s)Trace0.05EigenvalueStatisticCritical ValueProb.**None0.37751639.5901747.856130.2375At most 10.26470320.1546629.797070.41240.51490.3160At most 20.1474927.54793915.49471At most 30.0242251.0054673.841466

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Description: In which situation cointegration test can be performed? Write down its null Also, refer the given table and interpret the results? HypothesizedNo. of CE(s)Trace0.05EigenvalueStatisticCritical ValueProb.**None0.37751639.5901747.856130.2375At most 10.2

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Math

Statistics

In which situation cointegration test can be performed? Write down its null Also, refer the given table and interpret the results?

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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