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- Fri May 29, 2015 11:00 am
- Forum: Econometric Discussions
- Topic: johansen cointegration test
- Replies: 0
- Views: 1449
johansen cointegration test
hi there i have two nonstationary variables. i want find out whether there is a cointegration relation between them or not. i used johansen cointegration test and it says " there is no cointegration..." both by trace and eigenvalue ; but in the bottom of page it gives me a cointegrating eq...