The RATS Software Forum

Posted: **Thu Aug 10, 2017 9:54 pm**

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 (12.91 KiB) Viewed 249528 times

Posted: **Fri Aug 11, 2017 1:57 pm**

According to their procedure (move left to right and top to bottom starting at the top left), you would get s2=2 and r=5. However, if you think there's just one I(2) trend, then you would just run down that column to get r=5.

Posted: **Fri Aug 11, 2017 2:49 pm**

Dear Tom,
Thank you very much for your response. It was very helpful.
akia

The RATS Software Forum

Number of ranks with I(2) variables

Number of ranks with I(2) variables

Re: Number of ranks with I(2) variables

Re: Number of ranks with I(2) variables