Johansen Cointegration Test-VECM-I(2) and Multicointegration

[josef.hodek]

Can Eviews create Johansen cointegration test with I(2) series? Can Eviews create Multicointegration test e. g. series: I(2), I(2), I(1). Thank you.




I used to Eviews 7.2 Standard Edition - May 29. 2012 build.

[ranai]

having the exact same problem right now, 4 of my variables are I(2) and one is I(0). My supervisor is absolutely useless she said that I could still run a johansen test and it was fine but I have just discovered that is not the case. Did you find a solution to the issue? I would really really appreciate the help.

cheers

[aacasiobuk]

This might be helpful

http://qkme.me/3tx2p6