Cointegrating Eq | CointEq1 |
|
JAN(−1) | 1.000000 |
|
MAY(−1) | −1.032137 |
|
(0.02835) |
| |
[−36.4060] |
| |
C | 185.8250 |
|
Error Correction | D(JAN) | D(MAY) |
CointEq1 | −0.519019 | −0.367661 |
| (0.21197) | (0.17821) |
| [−2.44856] | [2.06307] |
Log likelihood | −1344.835 | |
Akaike information criterion | 28.09969 | |
Schwarz criterion | 28.57747 |