Data Used for cointegration test

[moojf]

Hi

I am Trying to test for cointegration using both Johansen and Engle granger cointegration tests. 2 varibles.

If I am using variables that are itegrated in 1st level.

Do I use the 1st difference series or the oreginal series to test for cointegration in both methods?

Thanks for your ooperations in advance.
Regards

[random_access]

u have to use the variable in their levels not in the first difference.

[moojf]

Thanks Random

[moojf]

Thanks again
But how I decide the cointegration lag lenth?