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- Wed Aug 14, 2019 8:36 am
- Forum: Econometric Discussions
- Topic: Johansen Cointegration test
- Replies: 0
- Views: 6244
Johansen Cointegration test
Hi guys, I have a question on the Johansen co-integration test. If I am correct there are 5 posible models with different degrees of freedom. I have read the best models are 2,3 and4. Do all of the models need to have co-integrating vecors for there to be cointegration? For my data model 2 and 4 hav...