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 .
Search found 3 matches
- Fri Nov 16, 2012 3:09 am
- Forum: Econometric Discussions
- Topic: Engle Granger test versus johasen test
- Replies: 0
- Views: 1461
- 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 .
- 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...
