Search found 2 matches
- Fri Mar 25, 2011 1:29 pm
- Forum: Econometric Discussions
- Topic: Lag lengths in Johansen, VECM and granger causality
- Replies: 1
- Views: 3618
Lag lengths in Johansen, VECM and granger causality
Hi, I am having trouble figuring out what lag length to use when using Johansen to test for cointegration. I have found using the VAR lag length criteria selection that the optimal lag length is 1. For Johansen I then minus 1 (as VAR estimation is in levels, whilst as johansen is calculated in diffe...
- Sat Mar 05, 2011 8:39 am
- Forum: Econometric Discussions
- Topic: Granger causality and VEC (interpretation of the results)
- Replies: 0
- Views: 3245
Granger causality and VEC (interpretation of the results)
Hi, I am having a bit of trouble interpreting the results that Eviews has come up with after testing for granger causality using a VEC model. I think I have managed it but would greatly appreciate any help with the interpretation. Basic I know!; My results are below VEC Granger Causality/Block Exoge...