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Hi Everyone, I estimated an OLS equation and it turns out my model has positive autocorrelation problem so i add AR(1) to the equation and the autocorrelation problem is solved but am finding it difficult to interpret the AR(1) coefficient and its associated probability. Kindly assist with an answer...

Hi. As I understand it, Johansen Cointegration Test is used for series that are integrated of the same order. You may likely get spurrious result if you run the Test on series that are integrated of different orders. So the first step for you is to run an Augmented Dicker Fuller (ADF) unit root test...

Please i would love if you could help me in understanding my VECM model. Specifically, i have a multi-variable regression model. That is, GDP = f(DSXP, DRR , DSR, EXRT), I first converted all the variables to logs and then tested for unit root in the all the series. I found that each variable was no...