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- Fri Feb 08, 2013 4:14 am
- Forum: Econometric Discussions
- Topic: JOHANSEN CO INTEGRATION TEST
- Replies: 4
- Views: 14980
JOHANSEN CO INTEGRATION TEST
HI GUYS! I am trying to run a VAR model for a group of six macroeconomic variables. To test for a co integrating vector i ran them through the JOHANSEN CO INTEGRATION TEST . COULD SOMEONE INTERPRET THE RESULTS FOR ME? should i do a VECM or a unrestricted VAR ? IT says i have 5 co-integrating vectors...