How did u arrived the lag length for the Johansen cointegration test??
Did u made Var residuals test??
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- Sat May 11, 2013 8:51 pm
- Forum: Econometric Discussions
- Topic: JOHANSEN CO INTEGRATION TEST
- Replies: 4
- Views: 14977
Re: JOHANSEN CO INTEGRATION TEST
Hi
How did u arrived the lag length for the Johansen cointegration test??
Did u made Var residuals test??
How did u arrived the lag length for the Johansen cointegration test??
Did u made Var residuals test??