Cointegration

[tinfah]

Hi Gareth

The Eviews output for cointegration give the 0.05 CV for both the trace and max-eigen statistics.
Is there any way, i can get the 0.01 and 0.10 CV as a comparison in the same output.

Thanks

[EViews Gareth]

No.

[tinfah]

Hi Gareth,

Thanks for the reply. Is there any way I can get those CV numbers - from statistical tables in text books? I will be happy to know the reference for them.

[tinfah]

Are the critical values in MHM option under Johansen Cointegration test the same? Since there is no option to display all the CV at the same time, I have to change it each time to get the different CV under different level?

[EViews Gareth]

Right.

[tinfah]

Thanks