Seeking advise on Johansen's Cointegration test

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snehaddm
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Joined: Thu Oct 26, 2017 6:37 am

Seeking advise on Johansen's Cointegration test

Postby snehaddm » Thu Oct 26, 2017 10:24 am

I am applying Johansen's cointegration test on 23 variables but I am not getting results. Whereas if I apply the same steps for 12 variables, then I am getting results. Is there any limitation of Eviews? How can I check cointegration for 23 variables in this situation? Please help. TIA

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