How to Run the Maki Cointegration Test (Video)

by Eric · Published June 14, 2021

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