I am currently doing Johansen's conintegration test, suppose sample period is 2000/10/10 to 2010/10/10 for both variable x and y.
I need to test both the cointegration for same-day data " x(t) and y (t)" , and cointegration for different-day data "x(t+1) and y(t)", i know for the first, just follow default setting, but what about the second one---- x(t+1) and y (t)
how do i change the setting of var specification or cointegrating specification, do i need to add one more data for variable x in eview ? LOL.. I use a version 7.1 eview thx!!
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
2 posts • Page 1 of 1
Use X(1) as a variable, rather than X.
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