I am examining 4 time series. I have evaluated these using a cointegration test. Unfortunately, I lack the technical understanding to interpret these results correctly.
The results can be found on sheet 4 "Test auf Kointegration"
I would be very grateful if someone could help me!
Brajesh Mishra
Congratulations is primarily used to identify possible causality among the variables. It rules out spurious relationships. Direction and strength can be evaluated from the coefficient estimation model.
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Brajesh Mishra
Sorry for the typo- the corrected version
Cointegration is primarily used to identify possible causality among the variables. It rules out spurious relationships. Direction and strength can be evaluated from the coefficient estimation model.
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