Cointegration on multiple pairs. Urgent!!

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broadex
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Joined: Mon Apr 11, 2011 5:56 am

Cointegration on multiple pairs. Urgent!!

Postby broadex » Tue Apr 12, 2011 5:18 am

Im working on my msc econometrics assignment, and I am currently running co-integration tests on 20 equity indices series to find relationships, but
I would like to know how I can run multiple tests, so that all series are tested against each other, in pairs. Is this possible? Can someone send me step by step processes - im not good with programming – I prefer to use Eviews functions instead.

I would greaty appreciate a quick response. Cheers

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