I don't know whether this is a bug, but when I apply a Johansen Cointegration test with specification c, e, I find no intercept and/or trend in the normalized cointegration coefficient, while the intercept is found in the output for specification b, and only trend found on the output for specification d.
I went through a tutorial on cointegration test which use an older version of Eviews (I don't know which one). In the output for the specification d, I find both intercept and trend estimates.
Thank you for your reply.
Johansen Cointegration test
Moderators: EViews Gareth, EViews Moderator
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Johansen Cointegration test
Which version of EViews, and what's the build date (Help->About EViews)
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Re: Johansen Cointegration test
Hi Gareth,
I am using Eviews 7.1, built April 7, 2010.
The version of Eviews that give both intercept and trend estimate in the cointegration equation, I don't know. I attach the tutorial with the Eviews output, page 29-31. When I use the version 7.1, I don't get the same output layout (trend + intercept estimates).
Thank you for assistance
I am using Eviews 7.1, built April 7, 2010.
The version of Eviews that give both intercept and trend estimate in the cointegration equation, I don't know. I attach the tutorial with the Eviews output, page 29-31. When I use the version 7.1, I don't get the same output layout (trend + intercept estimates).
Thank you for assistance
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- cointegration - Eviews.pdf
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13315
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Johansen Cointegration test
Hi Gareth,
You mean my workfile or the workfile of the tutorial? This tutorial I download from the internet, so that I don't have a workfile. Do you need my workfile?
Thank you
You mean my workfile or the workfile of the tutorial? This tutorial I download from the internet, so that I don't have a workfile. Do you need my workfile?
Thank you
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