EViews.com

The standard reference for the Engle-Granger critical values is MacKinnon, James G., (1991) "Critical Values for Cointegration Tests", in Long-Run Economic Relationships, R.F. Engle and C.W.J. Granger (eds.), London, Oxford, pp 267-276. can we get the same cointegration test critical valu...

thanks
super_nova1982@yahoo.com

can anyone loosely define the importance of impulse response and varience decomposition analysis in var model without using mathmatical notion? and how can we take decesion from eviews output.

In forcasting from Model(VAR)
if my sample is from 1972Q1 to 2007q4
and i want to forcast 2008Q1 to 2013q4 then what should i write into solution sample box?
should i write "2008q1 2013q4"
but it says "error in sample: attempt to set sample outside of workfile range"

how i will get the appropiate critical value in eviews for engle-granger.

as my matrix knowledge is poor! it's very difficult for me to understand the explanation of johanson test result. do u have any suggestion for me regarding this?

how i will test ENGLE-GRANGER for cointegration in eviews? 1. i estimate the long run equation. 2. i save the resedual. 3. i test the ADF test. 4. i got resedual is non stationary. 5. next, what should be my equation in equation estimator to estimate short-run dynamic model with ECM and test signifi...