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as you can see from the Johansen output I previously uploaded, my variables are USDEUR, MUSA, MEUR, YUSA, YEUR, IUSA, IEUR maybe should i take into account the unrestricted cointegrating coefficients and divide them by the first of the row in order to "normalize" them on the exchange rate ...

how can I get a table like this ?

can anyone help please ?

Hello everybody I'm experiencing some difficulties in interpreting the output of the Johansen test for a set of 7 macroeconomic variables. No problem with the interpretation of Trace and Max statistics, in this case the test detects the existence of 2 cointegrating equations. Now I want to write out...

I can only answer to your first question : take log returns of your data to make it stationary, that is, take the logs of the first differences.

Hello, I am a MSc student and I am planning to defend a final thesis in International Finance and my aim is to test the monetary model of exchange rate determination by implementing Unit Root tests and tests for Cointegration (Engle & Granger 2-step vs. Johansen technique based on VARs). My back...