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- Thu Nov 13, 2014 6:40 am
- Forum: Econometric Discussions
- Topic: Johansen multicointegration , please help me!!
- Replies: 0
- Views: 1709
Johansen multicointegration , please help me!!
Hi... I´m new in the time series analysis...I have a problem and I would like someone please tu help me...it would be great... I have three time series (500 data for each currency pair)...the daily close price of EUR/USD USD/CHF and NZD/USD. I need to study the possible cointegration between those t...