EViews.com

Hello!

I'm trying to run a Johanssen Cointegration test on Eviews 5 using 15 variables of the exchange rate. When I run it with 15 the test does not work, and when I run it with 12 it does. Am I doing something Wrong or does Eviews 5 have a limitation for the input of variables?

Thanks for the help!

Diego

In principle, there is no limit, though you are going to run into sample size problems as you add lots of variables...

What error message do you get?