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Hi! Too sad noone replied. The forum is rich in questions but poor in answers... but anyway, looks good what you have done, but one thing looks a little... unexplanied. How did you determine to use option 5 in the cointegration test? Just using the 6 and then checking für significance by looking for...

Hi all, my question in concerning the Johansen cointegration test. If I test 2 series for stationarity and they turn out to be trend-stationary, does it make sense to test them for cointegration? I think if they have a time(deterministic)-trend, they are not cointegrated but just have a common trend...