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Hi everyone, I have two stock prices series, which I transformed into log, those two log series are non stationary in level but are stationnary in first difference. So for my VAR model I used the log series in first difference, I think that's the way to do it. But what about the Johansen testing (an...

Thank you very much for your answer jmagomez.

Thank you for your reply,

I've attached the images to the post.

Thanks again.

Hi, I have this Table and I need to explain the numerical values, and interpret them. Is there an error correction mechanism? https://imgur.com/a/f95Oo And I don't know how to interpret these values. Before that I had a VAR Residual Serial Correlation LM Tests https://imgur.com/a/fqWHy, I concluded ...