Hi, The answer is that it does not make any difference if you are using H0: r <= r0 with H1: r > r0 or H0: r = r0 with H1: r > r0. Statistically, these two expressions are the same. Likewise, H0: r => r0 with H1: r < r0 or H0: r = r0 with H1: r < r0 would be the same.
Regards Andreas Citerar javier garcia enriquez <javigarcia83(a)yahoo.es>: > Hi; > > I wanted to know what are the hypothesis that Gretl uses in the Johansens > tests (trace and lambda max). We think there is a very confused topic in the > literature, because some articles (programs) says(uses) that both have the > same hypothesis (H0: r <= r0; H1: r>r0), while others defend the > following: > > Trace H0: r <= r0 H1: r>r0 > Lambda max H0: r =r0 H1: r>r0 > > Where r0 is the number of coitegration vectors > > Is Gretl use either of them?? > > Thanks > Javi > > > --------------------------------- > > LLama Gratis a cualquier PC del Mundo. > Llamadas a fijos y móviles desde 1 céntimo por minuto. > http://es.voice.yahoo.com
