10. Johansen Cointegration Test in R & R-Studio || Dr. Dhaval Maheta

[@sampejuan0173]

which is the interpretation of the cointegration vectors (relations) below?? all the videos I find just stop by setting the númber of cointegration relationships, but none explain the interpretation of the results below that. I am testing the PPP, and i need to know the way of the cointegration Nice video, anyways, it was very helpful.

[@DhavalSaifaleeAaryash]

Yes I will help you don't worry. What further interpretation you require

[@sampejuan0173]

@@DhavalSaifaleeAaryash Basically the interpretation of the cointegration vectors that appear below when you do the Johansen test. The interpretation is by rows or by columns?

[@sampejuan0173]

So it would be exactly the interpretation of: Eigenvectors, normalized to the first column: (These are the cointegration relations)

[@DhavalSaifaleeAaryash]

@@sampejuan0173 yes you can also refer my videos on Eviews on how to write interpretation