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- Sat Dec 17, 2011 10:00 am
- Forum: Econometric Discussions
- Topic: Johansen cointegration
- Replies: 11
- Views: 18824
Re: Johansen cointegration
Hello, I've got a question regarding the cointegration test: I've got an econometric model based on 6 variables: 5 of them are I(1) and the sixth vairable is I(2). in this case, can I still run the cointegration test (since one condition is that all the variables have the same integration order)? if...