cointegration test problem

[leolii]

Hi
I have EViews 7.2 version. I was doing cointegration test for my panel data, when I selected Fisher(combined Johansen) and run the test, a error message says "invalid or duplicate specification or insufficient data for estimations." But If I select the other method which is Kao(Engle-Granger based), the test would be fine, it gave me result to reject the H0.

Thanks for any suggestion

[EViews Gareth]

You should update to EViews 7.2.

[leolii]

You should update to EViews 7.2.

sorry, it is 7.2 version.

[EViews Gareth]

What's the build date? (You can check from Help->About EViews)

[leolii]

What's the build date? (You can check from Help->About EViews)

Enterprise Edition -May 4 2011

[EViews Gareth]

Please update to the latest version (Help->EViews Update).

[leolii]

Please update to the latest version (Help->EViews Update).

I updated to Aug 24 2012 build, but it still the same, shows the error message.

[EViews Gareth]

Could you post your workfile?

[leolii]

Could you post your workfile?

Sure

[EViews Gareth]

You don't have enough time periods to do an 11 variable Fisher cointegration test. Our error message could be a little more descriptive.

[leolii]

You don't have enough time periods to do an 11 variable Fisher cointegration test. Our error message could be a little more descriptive.

i c, i only got 10 years, so i need at least 11 years data do to the fisher test? Thank you very much.

[EViews Glenn]

You'll need more because of the lags in the VAR.

[EViews Gareth]

No, you'll need way more than that.

[leolii]

No, you'll need way more than that.

Thank you very for helping

[amirpooya]

Hi, I read your post in Eviews I have same question about panel cointegration. I used fisher ADF unit root test and then I couldn't use pedroni or fisher . I can use just Kao test . so I want to know what did you do after that? you used Kao or what?
Regards,
amirpooya