Date: 03/28/09   Time: 16:34    
Sample (adjusted): 1992Q4 2008Q4    
Included observations: 65 after adjustments    
Trend assumption: No deterministic trend    
Series: GDPDEFLATER1 LNGDP1OR2     
Lags interval (in first differences): 1 to 2    
    
Unrestricted Cointegration Rank Test (Trace)    
    
Hypothesized  Trace 0.05 
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
    
None *  0.460549  42.48076  12.32090  0.0000
At most 1  0.035694  2.362514  4.129906  0.1467
    
 Trace test indicates 1 cointegrating eqn(s) at the 0.05 level    
 * denotes rejection of the hypothesis at the 0.05 level    
 **MacKinnon-Haug-Michelis (1999) p-values    
    
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)    
    
Hypothesized  Max-Eigen 0.05 
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
    
None *  0.460549  40.11825  11.22480  0.0000
At most 1  0.035694  2.362514  4.129906  0.1467
    
 Max-eigenvalue test indicates 1 cointegrating eqn(s) at the 0.05 level    
 * denotes rejection of the hypothesis at the 0.05 level    
 **MacKinnon-Haug-Michelis (1999) p-values    
    
 Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):     
    
GDPDEFLATER1 LNGDP1OR2   
 0.679085 -0.459793   
 3.292929 -0.639723   
    
    
 Unrestricted Adjustment Coefficients (alpha):     
    
D(GDPDEFLATER1) -0.009322 -0.020483  
D(LNGDP1OR2) -0.011539  0.000247  
    
    
1 Cointegrating Equation(s):   Log likelihood  244.2149 
    
Normalized cointegrating coefficients (standard error in parentheses)    
GDPDEFLATER1 LNGDP1OR2   
 1.000000 -0.677077   
  (0.06607)   
    
Adjustment coefficients (standard error in parentheses)    
D(GDPDEFLATER1) -0.006330   
  (0.00955)   
D(LNGDP1OR2) -0.007836   
  (0.00110)   

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