Search found 1 match

by brc83
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...

Go to advanced search