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Hi, im running a Johansen test for 3 variables. Hypothesized Trace 0.05 No. of CE(s) Eigenvalue Statistic Critical Value Prob.** None * 0.113798 36.44193 29.79707 0.0074 At most 1 0.047404 13.48796 15.49471 0.0981 At most 2 * 0.022175 4.260661 3.841466 0.0390 If i take a 5% significance. Then im rej...

Its not clear what you're asking here. Are you asking why a VAR's automatic lag selection is different from a single series' unit root test's automatic lag selection? If so, they're not comparable. The VAR has multiple series, the unit root only has one. The ADF test includes differences of the var...

Hi, can someone tell me how does eviews calculate this optimal lag for example with Schwarz criterion. Im asking this because when i do the VAR Lag Order Selection Criterio it gives me a different number of lags. For example with the automatic lag selection SC it gives me 1 lags but with VAR Lag Ord...

EViews Gareth wrote:

neto333 wrote:Hi, is there a way to save the data from the ARMA model so i can use it for a regresion? Right what im doing is go to "actual, fitted, residual Table" and then copy the data.

Proc->make residuals

Why residuals?

Hi, is there a way to save the data from the ARMA model so i can use it for a regresion? Right now what im doing is go to "actual, fitted, residual Table" and then copy the data.

Hi, in most manuals they say to just leave the lags as automatic but i want to understand how this works. If i for example have a montlhy series how many lags should i put and why?

Hi, if i have a time series and it shows that it has a trend, but i want to know if it is deterministic or stochastic trend.
Thank you.