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QED Queens Economics Department Working Paper No. 1227Critical Values for Cointegration Tests James G. MacKinnon Queens UniversityDepartment of Economics Queen's University 94 University Avenue Kingston,

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What is critical values for cointegration?

Critical values for cointegration are statistical thresholds which determine the significance of the cointegration test results.

Who is required to file critical values for cointegration?

There is no specific filing requirement for critical values for cointegration. However, researchers or analysts conducting cointegration tests may need to report or document the critical values used in their analysis.

How to fill out critical values for cointegration?

Critical values for cointegration are determined based on the chosen significance level (e.g., 1%, 5%, or 10%) and the size of the sample. These values are usually obtained from statistical tables or calculated using statistical software.

What is the purpose of critical values for cointegration?

The purpose of critical values for cointegration is to assess the significance of the cointegration test results and determine whether the variables are truly cointegrated or the result occurred by chance.

What information must be reported on critical values for cointegration?

The critical values for cointegration tests do not require specific information to be reported. However, it is good practice to provide the chosen significance level and the source of the critical values used.

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