Statements (21)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:appliesTo |
time series data
|
| gptkbp:assumes |
linear combination of variables
|
| gptkbp:basedOn |
vector autoregression
|
| gptkbp:developedBy |
Søren Johansen
|
| gptkbp:hasMethod |
maximum eigenvalue test
trace test |
| https://www.w3.org/2000/01/rdf-schema#label |
Johansen test
|
| gptkbp:introducedIn |
1988
|
| gptkbp:output |
eigenvalues
cointegration rank test statistics |
| gptkbp:relatedTo |
gptkb:Engle-Granger_test
|
| gptkbp:requires |
non-stationary time series
|
| gptkbp:testedBy |
number of cointegrating relationships
|
| gptkbp:usedFor |
testing cointegration
|
| gptkbp:usedIn |
finance
statistics econometrics |
| gptkbp:bfsParent |
gptkb:Cointegration_theory
|
| gptkbp:bfsLayer |
6
|