Leve or difference series for Johansen cointegration test??

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indycutie
Posts: 3
Joined: Mon May 14, 2012 9:52 pm

Leve or difference series for Johansen cointegration test??

Postby indycutie » Mon Oct 01, 2012 3:14 pm

Hey, guys,
I have one problem with Johansen cointegration test and wish you could help me.
I know the the variables needs to be intergrated into the same order in order to use Johansen test and my variables are all I(1) series.
My questions is when we conduct Johasen cointegration test, do we use the level series or the difference series???
It will be nice to hear from you and thank you very much!!!!

sami7892008
Posts: 3
Joined: Thu Nov 01, 2012 11:44 pm

Re: Leve or difference series for Johansen cointegration tes

Postby sami7892008 » Fri Nov 02, 2012 4:41 am

for doing this test you use the series in level , and eviews make the test after that in difference , because the test of johansen is in the difference .


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