Hi, I have two variables which are integrated I(2). Can I use Johansen test to test for cointegration?
I also have another two variables, but the first one is I(2) and the second one is integrated in higher order. How can I test them for cointegration?
Search found 4 matches
- Fri Dec 04, 2015 4:03 pm
- Forum: Econometric Discussions
- Topic: cointegration with variables I(2) or with different I
- Replies: 0
- Views: 2485
- Tue Aug 27, 2013 9:44 am
- Forum: Models
- Topic: different equation in time
- Replies: 2
- Views: 5261
Re: different equation in time
Thank you very much;)
- Mon Aug 26, 2013 6:01 am
- Forum: Models
- Topic: different equation in time
- Replies: 2
- Views: 5261
different equation in time
Hi,
I have two variables - A and B. A is equal to 100-B prior 2005, is equal to 100 in 2005 and is equal to 100+B after 2005. How can I set this in a model in Eviews 5?
I have two variables - A and B. A is equal to 100-B prior 2005, is equal to 100 in 2005 and is equal to 100+B after 2005. How can I set this in a model in Eviews 5?
- Sun Aug 25, 2013 3:24 pm
- Forum: Data Manipulation
- Topic: different equation in time
- Replies: 1
- Views: 2641
different equation in time
Hi,
I have two variables - A and B. Variable A is equal to: (100-B) prior 2005; 100 in 2005 and (100+B) after 2005. How can I set this in Eviews 5?
I have two variables - A and B. Variable A is equal to: (100-B) prior 2005; 100 in 2005 and (100+B) after 2005. How can I set this in Eviews 5?