Date: 02/19/12 Time: 10:39
Sample (adjusted): 2006Q2 2011Q4
Included observations: 23 after adjustments
Trend assumption: Linear deterministic trend
Series: CPIAD FRRATEAD GDPRATEAD M2RATEAD
Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.944328 110.8016 47.85613 0.0000
At most 1 * 0.756161 44.37136 29.79707 0.0006
At most 2 0.305128 11.91269 15.49471 0.1612
At most 3 0.142656 3.540067 3.841466 0.0599
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
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