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hi can someone tell me 1) how to interpret alpha and beta coefficients (adjustment coefficient and cointegrating coefficient) of the Johansen method? 2) Where can one find these coefficient in the EViews result sheets? suppose the following is the Johansen result sheet where are the alpha and beta c...

what about an index? you know by taking an year as the base...like the following year TB 1999 2343 2000 2567 2001 3091 so taking 2000 as the base year 2000=100 year TBindex 1999 91.27 2000 100 2001 120.41 where the index was constructed as follows suppose its for 1999 1999 TB / 2000 TB * 100 etc. is...

when testing stationarity of the residuals in Engle Granger how does one give the command? none or intercept or intercept and trend? which should be the correct command?

I have this question.... in order to linearize a value one can convert a value into log form. but what if the value is negative...suppose something like trade balance (as export - import = Tb and when imports exceed export we get a negative value). In such a case how does one linearize TB? is it sta...

I need to know what do we test when we check the unrestricted VAR button in the VAR estimation dialog box in EViews?





CAn someone please tell

Hi, I ran the engle granger test on the following equation TB=b0+b1ER+b2Y+b3Y* I found the error term to be stationary indicating there is cointegration with the variables. Now I need to run the ECM for the Engle-Granger but I don't know how to do so in EViews. Can someone please write down the step...

I have this question. Do we run an Engle-Granger only when there are two variables or can we run Engle-Granger when there are more than 2 variables? suppose i'm testing the following can i run Engle-Granger? Trade balance = b1+b2 Exchange rate+ b3 domestic GDP+ b4 foreign GDP Also can anyone point m...