Johansen Cointegration test on Eviews 4.1

For questions of any nature based on EViews 5 or earlier versions of EViews.

Moderators: EViews Gareth, EViews Moderator

Joyce
Posts: 1
Joined: Sat May 23, 2015 11:14 pm

Johansen Cointegration test on Eviews 4.1

Postby Joyce » Sun May 24, 2015 8:20 pm

Hello:

I am trying to understand how Eviews gets the matrix π separated into two matrices α (Unrestricted Adjustment Coefficients) and β' (Unrestricted Cointegrating Coefficients). I read some articles but they discuss β' as given set(s).

Please help! Thanks.

Joyce

Return to “EViews 5 and Earlier”

Who is online

Users browsing this forum: No registered users and 1 guest