Johansen Cointegration test

[mayxanh]

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.

[EViews Gareth]

Which version of EViews, and what's the build date (Help->About EViews)

[mayxanh]

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

[EViews Gareth]

Could you provide the workfile?

[mayxanh]

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