Page 1 of 1

Johanssen Cointegration Test Problem

Posted: Thu Dec 01, 2011 7:11 pm
by diego_domene
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

Re: Johanssen Cointegration Test Problem

Posted: Fri Dec 02, 2011 10:42 am
by EViews Glenn
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?