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Figure 2 – uploaded by Cal Muckley

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Figure 2: Min. Number of Cointegrating Vector:

Figure 2 Min. Number of Cointegrating Vector:

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All statistics are calculated using the student’s t-test. The null hypothesis is that the mean parameter value is equal to zero. Test is whether the calculated parameters are different (ho=0)
All statistics are calculated using the student’s t-test. The null hypothesis is that the mean parameter value is equal to zero. Test is whether the calculated parameters are different (ho=0)
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