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Subject
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Date
Sat, 26 Mar 2011 10:46:36 +0100 (CET)
Dear All,
I'm working with a panel dataset. Could anyone help me in
interpreting the four
statistics that Stata give after the xtwest command (Westerlund ECM panel
cointegration tests)?
Here, there my results:
Results for H0: no cointegration
With 20 series and 1 covariate
-----------------------------------------------+
Statistic | Value | Z-value | P-value |
-----------+-----------+-----------+-----------|
Gt | -1.479 | 4.884 | 1.000 |
Ga | -12.464 | -0.380 | 0.352 |
Pt | -5.922 | 4.108 | 1.000 |
Pa | -10.268 | -0.984 | 0.163 |
-----------------------------------------------+
How I should consider the Gt, Ga, Pt and Pa statistics?
Best Regards,
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