The boolean decisions of the Johansen test on certain time series pairs.
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When doing the test, we let the scalars of nominal significance levels be 0.05, choose the lagged difference in {1, …, 3} by AIC, and assume that there are intercepts and linear trends in the cointegrating relations and there are quadratic trends in the data. The values equal to 1 indicate cointegration, and 0 indicate not.The boolean decisions of the Johansen test on certain time series pairs.
创建时间：
2015-12-03
