If the Number of Non-Zero Eigenvalues of the Pi Matrix

question 14

Multiple Choice

If the number of non-zero eigenvalues of the pi matrix under a Johansen test is 2, this implies that

• A) There are 2 linearly independent cointegrating vectors
• B) There are at most 2 linearly independent cointegrating vectors
• C) There are 3 variables in the system
• D) There are at least 2 linearly independent cointegrating vectors

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Definitions:

Hegar's Sign

A medical sign often used in early pregnancy, indicating the softening of the lower uterus.

Cervix

The lower part of the uterus that opens into the vagina, playing roles in menstruation, childbirth, and sexual function.

Uterus

A female reproductive organ where a fertilized egg implants and grows during pregnancy.