Learn everything you need to know to run the Maki cointegration test with your data and interpret the results.
Video chapters:
- 0:00 Introduction
- 0:15 Why use the Maki test?
- 0:59 Run the Maki example
- 2:21 Explanation of test inputs
- 3:59 Load and filter data
- 5:52 Explanation of output report
Additional resources:
- Unit Root Test Selection Guide
- Guide to Conducting Cointegration Tests
- How to Interpret Cointegration Test Results
- GAUSS Data Management Guide
- GAUSS Working Directory
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