Johansen Cointegration Test

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Post Reply
nguyentuanvu
Posts: 5
Joined: Fri Sep 27, 2013 2:38 am

Johansen Cointegration Test

Postby nguyentuanvu » Fri Sep 27, 2013 2:50 am

Dear Eviews Forum
I use Johansen Cointegration Test to test my data. I want to ask how I can determine options in Jonhansen test, for expamle: deterministic trend assumption of test, lag intervals, and what is CE means?
Thank you.
Top
Post Reply

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests