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- Sat Apr 20, 2013 8:16 pm
- Forum: Data Manipulation
- Topic: How to perfrom a residual-based test for cointegration
- Replies: 1
- Views: 2905
How to perfrom a residual-based test for cointegration
On papge 236 of EViews 7 Users Guid II, It is shown that "To perfrom the Engle-Granger test, open an estimated equation and select View/Cointegration and"...However, I failed to find out the option in an equation object. The option could be shown when I select two series (denoted as X and ...