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- 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...
