thanks for your answer.
Yes, I have eviews 7 and I used eviews to test cointegration.. I mean Estimate equation> Method: Cointegrating regressor. How should I interpret the results? I imagine I should look at p-value but I'm not completely sure
Search found 4 matches
- Wed Oct 10, 2012 3:58 am
- Forum: Econometric Discussions
- Topic: Cointegration
- Replies: 4
- Views: 4644
- Mon Oct 08, 2012 4:12 am
- Forum: Econometric Discussions
- Topic: Cointegration
- Replies: 4
- Views: 4644
Cointegration
Here is the problem I have to test for cointegration between a variable Y and another one X. Y has a deterministic trend while X is a I(1). (I used the ADF test). I know that if you want to test for cointegartion between two I(1) variables you should run a model with them and test if the residuals h...
- Tue Sep 11, 2012 7:28 am
- Forum: Estimation
- Topic: exponential trend
- Replies: 3
- Views: 6203
Re: exponential trend
Yes I do. How can I set the C vector to a reasonable value?
- Tue Sep 11, 2012 2:52 am
- Forum: Estimation
- Topic: exponential trend
- Replies: 3
- Views: 6203
exponential trend
Hi, I''m new with eviews and I should estimate an exponential trend using non linear least squares in order to compare this kind of model with a linear and a quadratic model. The model should be lny=a+btrend+error and I tried to estimate an equation like this one (after generating a series t=@trend)...
