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by bobsun
Thu Apr 02, 2009 7:09 am
Forum: Econometric Discussions
Topic: Cointegration test
Replies: 1
Views: 7241

Cointegration test

Hi everybody, I am trying to build a normal linear regression model and my time-series are non-stationary. On the 1st difference level are the correlation-coefficients too low. I have read that I can use the Johanson cointegration test to turn the level datas into stationary and use them for the fur...

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