Johansen Test

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diego_wanted
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Joined: Sun Feb 08, 2015 3:40 am

Johansen Test

Postby diego_wanted » Thu Feb 19, 2015 4:44 am

I know this might sound stupid, but do I run the Johansen test using my original data, lagged data or on my data at first difference?
and also is it normal for the trace test give a different answer to the max-eigenvalue ?


Thanks

D

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