Hello, I use the following proc to do cointegration test.
proc varmax data=Example_var;
model LM1 LIP TB3/ p=2 cointtest=(johansen=(normalize=LM1)) ;
run;
I got the following results:
![log_Likelihood.png log_Likelihood.png](https://communities.sas.com/t5/image/serverpage/image-id/37598i06698D47A8D18B50/image-size/large?v=v2&px=999)
Can anyone inform me how to estimate the log-likelihood? (I try the same data set in another software, but the log-likelihood is different. I'd like to know which one is the correct one.)
Thank You.