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- Sat Dec 06, 2014 8:18 pm
- Forum: Econometric Discussions
- Topic: problems with johansen [order of integration, and lag length
- Replies: 1
- Views: 2556
Re: problems with johansen [order of integration, and lag le
question: while running johansen coint test on two price series, I found I series is stationary at first difference, another is stationary at second difference. I have done cointegration test on level values of first series and first differenced values of second series. is this right??