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- Fri May 04, 2012 11:39 am
- Forum: Econometric Discussions
- Topic: Johansen cointegration
- Replies: 11
- Views: 18819
Re: Johansen cointegration
Hi every one. I would like to run cointegration test using johansen. my model consist of 6 series, 4 of them are stationary at 1st difference, and 2 of them are stationary in levels. So, can I use cointegration test in that case for all variables as they are not inegrated in the same order? What I s...