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Journal of Shipping and Trade

Table 2 Cointegration results

From: A cointegrating stock trading strategy: application to listed tanker shipping companies

Null

Max Eigenvalue

Trace Test

Rank = 0

16.09a

16.60a

Rank = 1

0.51

0.51

  1. Critical values are taken from MacKinnon et al. (1999). aindicates the rejection of the null hypothesis of no cointegration at least at the 5% level of significance
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