Search found 3 matches

by sami7892008
Fri Nov 16, 2012 3:09 am
Forum: Econometric Discussions
Topic: Engle Granger test versus johasen test
Replies: 0
Views: 1461

Engle Granger test versus johasen test

i search a cointegration realation between expenditure et revenues (% GPD), it's possible that the johasen tets reject does not reject the null hypotheses , or when i do the Engle Granger test i found that the residuals are stationnary .

please i need an answer . thank you .
by sami7892008
Fri Nov 02, 2012 4:41 am
Forum: Econometric Discussions
Topic: Leve or difference series for Johansen cointegration test??
Replies: 1
Views: 2150

Re: Leve or difference series for Johansen cointegration tes

for doing this test you use the series in level , and eviews make the test after that in difference , because the test of johansen is in the difference .
by sami7892008
Fri Nov 02, 2012 12:36 am
Forum: Econometric Discussions
Topic: cointegration analyses , please a help .
Replies: 0
Views: 1468

cointegration analyses , please a help .

I Want to Scheck a cointegration analyses between the expenditure and revenue of span(%GDP) , i have found that the series are stationary when i do the unit root test with only drift , no trend , nut with trend the two series are not stationary . Then i can do a Johansen test, but i have not found a...

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