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This is the first time I am using eviews and estimating VECM also for the first time. I have 8 price series. I test for unit root. If they are I(1) then I proceed to test for cointegration. If the number of cointegrating vectors is 3 and I need to estimate a VECM, how do I proceed? There are many op...

I have 8 series. I have to test for unit root for each of the series. As I understand, I need to estimate ADF with three specifications - none, intercept and trend & intercept. If some of my series are with intercept and some with trend, would it effect my cointegration tests? I would really app...

Is there anyway I can test for structural break in a series using Eviews 6? If yes, please let me know how. Also, if there is a structural change in a series or some of the series that I am working with, can I still use the Johansen's cointegration technique to test for number of cointegrating vecto...

Hello! I need to test 8 series for unit root . But I am confused about which option to choose - intercept, intercept & trend and none? Also, some of the papers report F test results along with ADF test stat. My output does not show the F test . The ADF stat is -1.81291 ....rt? Please help! Thank...