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- Sat Aug 23, 2014 4:03 am
- Forum: Econometric Discussions
- Topic: cointegration test
- Replies: 0
- Views: 1418
cointegration test
Hi I have some question about this: 1. When I done co-integration test with Engel-Grenger equation (ols model) between two variables, I saw auto-correlation in residual. In next step: Is it necessary to eliminate auto-correlation of residual for unit root test???? 2.how can I deiced my series is TSP...