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urgent help needed on this please. i really don't know how to set out my short run equation using the ecm in the equation editor.

or how to calculate what lags each variable should have.

I have performed a 2-step Engle Granger test for cointegration on my 2 variables y on x, both variables are I(1). and i have come out with a long run equation that seems reasonable when described economically. However i am trying to do an error correction model for the variables in order to come out...

I have 2 sets of data, both with the same number of observations. Both are stationary at 1st Difference. I would liek to know how to work out the max lag to input when performing the EG and Johansen cointegration tests. and as a side note (as i have never actually been taughr econometrics, but am su...

I have 2 sets of data, one is over a weekly period whilst the other is over a monthly period. both sets of data are for libor rates. i have performed the ADF unit root test on one set of data, but i was wondering if i need to do it for the other set and surely as they are both the same type of data ...