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- Fri Nov 27, 2009 11:03 pm
- Forum: Econometric Discussions
- Topic: Can someone help me out with the Engle-Grander 2step method?
- Replies: 1
- Views: 4356
Can someone help me out with the Engle-Grander 2step method?
I have two series of data: Oracle and S&P500, both twenty years and monthly from yahoo. After using Eviws function, I got results that they are not stationary and cointegrated. My teacher is requiring us to do the question "Finally, if they are cointegrated specify an error-correction mode...