Section C: Empirical Questions; 1- In which situation cointegration test can be performed? Write down its null hypothesis. Also, refer the given table and interpret the results. 0.05 Hypothesized No. of CE(s) Eigenvalue Trace Statistic Critical Value Prob.** None 0.377516 39.59017 47.85613 0.2375 At most 1 0.264703 20.15466 29.79707 0.4124 At most 2 0.147492 7.547939 15.49471 0.5149 At most 3 0.024225 1.005467 3.841466 0.3160

Section C: Empirical Questions; 1- In which situation cointegration test can be performed? Write down its null hypothesis. Also, refer the given table and interpret the results. 0.05 Hypothesized No. of CE(s) Eigenvalue Trace Statistic Critical Value Prob.** None 0.377516 39.59017 47.85613 0.2375 At most 1 0.264703 20.15466 29.79707 0.4124 At most 2 0.147492 7.547939 15.49471 0.5149 At most 3 0.024225 1.005467 3.841466 0.3160

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Description: Section C: Empirical Questions;1- In which situation cointegration test can be performed? Write down its null hypothesis. Also, referthe given table and interpret the results.0.05HypothesizedNo. of CE(s) EigenvalueTraceStatisticCritical ValueProb.**

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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