EViews.com

For the ADF test, monthly data, in some cases lag choices of 12, 8, or 4 give a p-value of less than 0.10, but when inspecting the correlogram the residuals do not behave well. in this case, i went up to jointly test lags 13-16, and got p-value less than 0.10, and got well-behaved white-noise, so i ...

hi, i am doing johansen cointegration procedure on several different series, but i have encountered some problems, and i just wanted to double-check here if anyone knows the answer. i appreciate any help. 1. in determining the order of integration of each series, in doing the augmented dickey-fuller...