Contegration Test

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alim
Posts: 18
Joined: Tue Dec 27, 2011 6:34 am

Contegration Test

Postby alim » Tue Jan 03, 2012 8:35 am

Hi Everyone

Happy New Year. I have 6 vatiables. 5 variables are I(1) and one variable I(2). How do I test Contegration A) All 6 variables considering 1st difference B) 5 variables considering 1st difference and one Variable 2nd fifference or C) All variables considering at level (Non-stationary)

I am looking your help.

With regard
Ali

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