Search found 2 matches
- Thu Jul 30, 2009 2:06 pm
- Forum: Econometric Discussions
- Topic: STATIONARITY TESTS FOR MULTIVARIATE SERIES
- Replies: 2
- Views: 5099
Re: STATIONARITY TESTS FOR MULTIVARIATE SERIES
Hi again, let me try to explain like this: i want to examine the relationship between the real exchange rate and net exports. in order to do that, i have to run a VAR regression.but before that i was asked to run unit root test for multivariate series. so my time series are net exports of Turkey, re...
- Sun Jul 26, 2009 6:34 am
- Forum: Econometric Discussions
- Topic: STATIONARITY TESTS FOR MULTIVARIATE SERIES
- Replies: 2
- Views: 5099
STATIONARITY TESTS FOR MULTIVARIATE SERIES
Hi all,
i would like to test stationarity for multivariate time series; however i have no idea regarding to this issue. can n e one help me please?
thanks for the help.
i would like to test stationarity for multivariate time series; however i have no idea regarding to this issue. can n e one help me please?
thanks for the help.
