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Hi Random

If I have Quartrely data 136 observation, what should i use?
Thanks

Hi

I am running Johansen cointegration. How I decide the lag length?
Or the lag interval 1 1

Thanks

Thanks again
But how I decide the cointegration lag lenth?

Hi every one,

Which is better; Having the data series stationary in level with trend, or having the same series stationary in it`s 1st or 2nd sifference?
This is to generate a cointegration test after.

Thanks

That`s fair enough

Thnaks

i think it should be allright

sorry what you mean?

I didn`t get that?

And thanks again for your help

it depends on the data frequency. select the variables and run VAR when the estimation output comes out go to view and then lag structure and then lag length criteria and then use 30 if u r using daily data and 12 if monthly and check the criteria.....it will give u few criteria....choose one and u...

I think you should use log specification for all variables to unify your variables criteria

Thank you sir

If tow variables are stationary in level , but one of them is trend stationary
are they considered coointegrated or i have to do cointegration test ?

Thanks

In Granger causality there is no criteria

It just ask you for the lag length.

What i found that i have to choose the larger lag that match the theory
is that right?

HI

If I performe Granger causality test on Eviews between two variables.

How can I decide the lag length neded

Thanks

HI

When I test for Granger cointegration using Eviews.
and when testing the resduals for Granger cointegration

in what level should i make the test : Level or 1st difference?

Thanks

Thanks Random

Hi I am Trying to test for cointegration using both Johansen and Engle granger cointegration tests. 2 varibles. If I am using variables that are itegrated in 1st level. Do I use the 1st difference series or the oreginal series to test for cointegration in both methods? Thanks for your ooperations in...