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- Sun Sep 13, 2009 11:52 am
- Forum: Econometric Discussions
- Topic: seasonal cointegration in EViews please help me
- Replies: 0
- Views: 3190
seasonal cointegration in EViews please help me
i am concerning about seasonal cointegration for quarterly and monthly data. Johansen test procedure in Eviews use first difference. (lags interval(first difference:...) but in seasonal cointegration i must use fourth difference for quarterly data and twelfth difference for monthly data. How can i d...
