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Reply To: Issue with JohansenTest

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#2788
kevin
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It is not the same data. My problem is not that when I run the data in R, I get 4.77 t-stat for rank >1 and only 4.52 in SuanShu. The problem is that when I get the P-value in SuanShu for a t-stat of 4.52 I expect it to be around 0.3 instead I get 0.77. I expect around 0.3, because I have several time series of similar type giving t-stats near and above and below 4.52 all yielding around 0.3 in p-value. Yet, this time series gives 0.77.

I am not sure how to see what the actual p-value is in R, as they only display the table of 10%, 5%, 1%. The is below 10% though.

I have pasted the data below

As well as the java file.