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- Fri Jul 06, 2012 1:21 pm
- Forum: Econometric Discussions
- Topic: Co-integration Test
- Replies: 2
- Views: 4260
Re: Co-integration Test
I have the same issue. One of my variables when I tested it using DF and phillips perron tests, it gave me the variable as being I(1) when including a constant but I(2) when including constant and trend. Not sure how to proceed I used the Johansen test, the result of which was 1 cointegrating equati...