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Johansen cointegration is recommended because it allows us to test number of (more than one) cointegrating relations among a set of more than two variables (Hamilton, 1994 p. 630).

Hope that u got the answer.

When several variables are a priori included in the Johansen cointegration test, it is important to check whether some of these variables are redundant in the cointegration space and can thus be safely excluded. Could anyone suggest what is the characteristics of such test and how the Eviews perform...

Could anyone suggest me the lag length selection criteria? There are various criteria in Eviews and they give different results.
Moreover, when choosing the lag specified by the criteria, the auto correlation doesn't disappear.

i am also suffering from same problem. could anyone suggest? johansten is used for I(1) or combination of I(1) and I(0) only.
thanks

Dear sir, i am currently using Johansten Mutivariate cointegration to examine the interaction between macroeconomic factors and stock market. I found the cointegration but I am confused with the Error correction model (ECM). There are two variants of error correction model. I dont know what is the d...