Search found 1 match
- Tue Jun 28, 2011 1:14 pm
- Forum: Econometric Discussions
- Topic: General Cointegration Question
- Replies: 1
- Views: 2885
General Cointegration Question
Hi guys, I hope someone can clear up something that i was not sure about. I have these 5 series that I found unit roots for in levels and no unit-root in first differences. Now to run the Johansen cointegration test, should I run it on the original series or run on the first differenced series that ...