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I forgot to say I was dealing with two variables. I learned that in a bivariate VAR(p) model, the Johansen test testes the values of the eigenvalues of a 2*2 matrix. It is in two parts : - first it testes if the two eigenvalues are zero. - second it testes if at least one eigenvalue is zero. I have ...

Dear all,

I am doing a Johansen Cointegration Test.

In the output, both "At most 1" and "None" have P-Values bigger than 0.10. The P-Value of "At most 1" is a bit higher than the P-Value of "None". Which hypothesis should I accept ?

Thank you very much

Thank you Gareth

Thank you tchaithonov

Dear EViews users,

Where can I find all the distributions that can be simulated with EViews ?

To simulate a normal N(0,1) error term, I can use "nrnd", but what can I use for a Bernoulli, a Binomial, a geometric or a Gamma distribution ?

Thank you very much

Dear EViews users, 'create a workfile wfcreate q 1990 2010 'create a y series series y=nrnd 'create 15 X series for !i=1 to 15 series x{!i}=nrnd next The quaterly workfile goes from 1990 to 2010. So "y" will be of length 21*4=84, and so will be "x1",...,"x15" ? Am I rig...