Search found 4 matches

by economistpk
Wed Feb 16, 2011 11:57 am
Forum: Econometric Discussions
Topic: Cointegration test eviews
Replies: 5
Views: 10417

Re: Cointegration test eviews

sorry I mistakenly wrote "at level" instead of writting "at first difference", hope you understand, at first difference the series is stationary.
by economistpk
Wed Feb 16, 2011 11:54 am
Forum: Econometric Discussions
Topic: Cointegration test eviews
Replies: 5
Views: 10417

Re: Cointegration test eviews

also For unit root, I have got the correct results like at level all the 3 variables are non-stationay and at level they are stationary, means the variables are integrated of order 1, now the cointegration technique can be applied as all the series are integrated of order 1.
by economistpk
Wed Feb 16, 2011 11:46 am
Forum: Econometric Discussions
Topic: Cointegration test eviews
Replies: 5
Views: 10417

Re: Cointegration test eviews

Thank you so much for explaining in detail, but my problem is still there. I am using both Engle Granger and Johansons, but while applying cointegration test I got message of singular matrix, but when I omit the trend means click the option for no deterministic trend it gives 1 cointegrating equatio...
by economistpk
Thu Feb 10, 2011 6:22 am
Forum: Econometric Discussions
Topic: Cointegration test eviews
Replies: 5
Views: 10417

Cointegration test eviews

Hello, I am working on Error correction modeling, three variables and I need help as I got clear results for ADF test on level and first difference but while applying cointegration I got the message as; singular matrix but when i click the option for no intercept and trend, it gives me 1 cointegrati...

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