Emergency!!! Time series problem

[kqy0101]

Hi guys,

I am doing my thesis now, but I encountered some problems.

Some of the variables follow I(1), some follow I(2), according to the ADF unit root test.
Does that means I can not contact Johanson cointegration test? In my point, I take the first difference of those variables following I(2), then all the varibles become I(1). However, the cointegration test shows the coefficents are 1200, How can I explain them( they are log(xt) )?

Another simple question is how can I know that my variables are stationary after cointegrated?

Thanks,

[kqy0101]

Is there anyone who can help me? Appreciate it!

[random_access]

my advice to you is to use other unit root test which are more reliable than ADF......use PP or KKPS to support ur reasoning.
on another note make sure that u have taken the natural logs of all the variables u r using......sometimes using different unit of measurements creates a problem

hope i helped
all the best