Cointegration test programming

For questions regarding programming in the EViews programming language.

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owen57
Posts: 5
Joined: Mon Mar 26, 2018 8:24 am

Cointegration test programming

Postby owen57 » Tue Mar 27, 2018 2:21 am

Good morning everyone.

I am new to Eviews, i have 73 assests and i want to check which one are cointegrated with each other, so obviously i need a kind of loop, but i have no idea how to implement it, any help will be welcomed.

Thank you.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Cointegration test programming

Postby EViews Gareth » Tue Mar 27, 2018 7:52 am

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owen57
Posts: 5
Joined: Mon Mar 26, 2018 8:24 am

Re: Cointegration test programming

Postby owen57 » Tue Mar 27, 2018 8:06 am

Thank you.


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