![]() ![]() But, in Stata I can not conclude to this result.īelow and/ or attached you can find for your reference, relevant outputs both from Stata and excel. However, when I run the cointegration test, Stata and Excel do not reach the same result.Īccording to my research in the literature, the variables should be cointegrated and there should be one cointegration relation after performing the Jonasen test. My results in these two tools, regarding stationarity are the same. ![]() I would like to point out, that aiming to double check my results, I have run all tests both in Stata and in Excel (XLSTAT). In case that the variables are cointegrated then I should run the VECM. Hence, I run the Johansen cointegration test. Then I have to check their cointegration relationship. I concluded that log levels are non-stationary while log first differences are stationary. I have checked for stationarity (Dickey-fuller test and Phillips Perron for unit root test) in the log levels and log first differences. I have two monthly time-series variables, i.e., Vessel Prices and Vessel Earnings for the last 30 years. ![]() A Mac version is also available on the XLSTAT website.I have a question regarding the Johansen cointegration test in Stata. The XLSTAT statistical analysis software is compatible with all Excel versions from 2003 to 2016. Optional modules include 3D Visualization and Latent Class models. Field-specific solutions allow for advanced multivariate analysis (RDA, CCA, MFA), Preference Mapping and other sensometrics tools, Statistical Process Control, Simulations, Time series analysis, Dose response effects, Survival models, Conjoint analysis, PLS modelling, Structural Equation Modelling, OMICS data analysis. It includes regression (linear, logistic, nonlinear), multivariate data analysis (Principal Component Analysis, Discriminant Analysis, Correspondence Analysis, Multidimensional Scaling, Agglomerative Hierarchical Clustering, K-means, K-Nearest Neighbors, Decision trees), correlation tests, parametric tests, non parametric tests, ANOVA, ANCOVA, mixed models and much more. The use of Excel as an interface makes XLSTAT a user-friendly and highly efficient statistical and multivariate data analysis package. XLSTAT includes more than 240 features in general or field-specific solutions. XLSTAT is a complete analysis and statistics add-in for Excel. ![]()
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