Johansen Cointegration Test

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Lilly
Posts: 2
Joined: Sat Apr 18, 2015 11:23 am

Johansen Cointegration Test

Postby Lilly » Sat Apr 25, 2015 11:34 pm

I applied Johansen Cointegration test and found that there is one cointegrating equation. Can I apply VAR to find the short run relation in this scenario?

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 18 guests