Problem with using egcitest for cointegration

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vanja andrejev
vanja andrejev 2019 年 4 月 7 日
I am trying to test cointegration for variables that are clearly cointegreted and egcitest does not reject hypothesis. I attached graph which showes cointegration. I can not figure out what I am doing wrong?
>> [h,pValue] = egcitest([novipodaci1(:,end),novipodaci1(:,1)])
h =
0
pValue =
0.3554
>> plot(x,[novipodaci1(:,end),novipodaci1(:,1)])

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