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by rosemaryam
Sat Oct 19, 2013 9:59 pm
Forum: Econometric Discussions
Topic: Johansen cointegration test
Replies: 2
Views: 2839

Re: Johansen cointegration test

thanks.
can u explain me.how can i modifiy data in eviews?
by rosemaryam
Fri Oct 18, 2013 11:30 pm
Forum: Econometric Discussions
Topic: Johansen cointegration test
Replies: 2
Views: 2839

Johansen cointegration test

hi
I have questions.
for J.c can i use raw data?
for estimating lag for J.c we use var s lag estimating for it.my question is about that for J.c test can i use var lag or i shoud use (var lags-1)?in some refrences i see for example if var lags were 3for J.c they use 2.

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