Search found 2 matches

by akia
Fri Aug 11, 2017 2:49 pm
Forum: CATS Questions
Topic: Number of ranks with I(2) variables
Replies: 2
Views: 249524

Re: Number of ranks with I(2) variables

Dear Tom,
Thank you very much for your response. It was very helpful.
akia
by akia
Thu Aug 10, 2017 9:54 pm
Forum: CATS Questions
Topic: Number of ranks with I(2) variables
Replies: 2
Views: 249524

Number of ranks with I(2) variables

Dear forum members,
I have a model with 9 variables. 8 of those variables are I(1) and one is I(2). When I estimated, I got the attached result.
Am I correct to conclude that the rank is 5?

Thanks in advance
Rank Test Results.PNG
Rank Test Results.PNG (12.91 KiB) Viewed 249524 times