Search found 2 matches
- Sat Apr 25, 2015 11:34 pm
- Forum: Econometric Discussions
- Topic: Johansen Cointegration Test
- Replies: 0
- Views: 1650
Johansen Cointegration Test
I applied Johansen Cointegration test and found that there is one cointegrating equation. Can I apply VAR to find the short run relation in this scenario?
- Sat Apr 18, 2015 11:30 am
- Forum: Econometric Discussions
- Topic: Interpretation of Zivot Andrews test
- Replies: 3
- Views: 4593
Interpretation of Zivot Andrews test
Can someone help me in interpreting the Zivot Andrews test result? I am attaching here the screenshot of the result.