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- Mon Jun 23, 2014 6:43 am
- Forum: Econometric Discussions
- Topic: Johansen Cointegration in Eviews
- Replies: 14
- Views: 51889
Re: Johansen Cointegration in Eviews
can anyone help me? is there a long run relationship or not in time series data that i regress?(significant level=0.01) one of independent variable is significant at 2nd difference while others are significant at 1st difference should i use VECM, check the short run relationship using Granger causal...