Menu tab "Cointegration Test Specification" contains errors in descriptions
Posted: Thu Jan 05, 2017 9:03 am
Dear Eviews team,
I use Eviews 9, 2 Nov 2015 built.
I think that the Johansen Cointegration Test menu (see graphics file attached ) approachable via the group-view "Cointegration Test - Johansen System Cointegration Test" contains misleading descriptions.
The label of Option 4) "Intercept and trend in CE - no intercept in VAR" should be changed to "Intercept and trend in CE - intercept in VAR" or to "Intercept and trend in CE - no trend in VAR". (The latter label is used in the tab "Cointegration" in the "Var Specifications Menu" approachable via the group-proc "Make Vector Autoregression").
The label of Option 5) "Intercept and trend in CE - intercept in VAR" should be changed to "Intercept and trend in CE and VAR" or "Intercept and trend in CE - linear trend in VAR". (The latter is used in the tab "Cointegration" in the "Var Specifications Menu" approachable via the group-proc "Make Vector Autoregression...").
Best, mamo
I use Eviews 9, 2 Nov 2015 built.
I think that the Johansen Cointegration Test menu (see graphics file attached ) approachable via the group-view "Cointegration Test - Johansen System Cointegration Test" contains misleading descriptions.
The label of Option 4) "Intercept and trend in CE - no intercept in VAR" should be changed to "Intercept and trend in CE - intercept in VAR" or to "Intercept and trend in CE - no trend in VAR". (The latter label is used in the tab "Cointegration" in the "Var Specifications Menu" approachable via the group-proc "Make Vector Autoregression").
The label of Option 5) "Intercept and trend in CE - intercept in VAR" should be changed to "Intercept and trend in CE and VAR" or "Intercept and trend in CE - linear trend in VAR". (The latter is used in the tab "Cointegration" in the "Var Specifications Menu" approachable via the group-proc "Make Vector Autoregression...").
Best, mamo