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In what cases, if there is any, would one include a 'resid' variable as an explanatory variable in an ARIMA specification? I have an ARIMA (12,1,12), and if I include resid01 in the estimation, it fixes up a lot of things. Does this make sense, theoretically and practically? Also, when conducting th...

If you scroll down the output of Johansen Cointegration Test, you'll see the cointegration equations at the bottom. Another way is to estimate the VEC and change the number of cointegrating vectors (i.e. rank) from within the VAR Specification window under the Cointegration tab. Estimation output w...

After running a cointegration test I get the results of the trace and eigen test. I see there are two cointegrating vectors, but how can one tell which are these two vectors just by looking at the output table? The help guide in Eviews doesn't seem to have any section on how to interpret results.