STATIONARITY TESTS FOR MULTIVARIATE SERIES

[musa44]

Hi all,

i would like to test stationarity for multivariate time series; however i have no idea regarding to this issue. can n e one help me please?

thanks for the help.

[theologos]

Hello,

Please try to be more specific. Restate your question.

Regards

[musa44]

Hi again,
let me try to explain like this: i want to examine the relationship between the real exchange rate and net exports. in order to do that, i have to run a VAR regression.but before that i was asked to run unit root test for multivariate series. so my time series are net exports of Turkey, real exchange rate of euro zone,iran riyal,british pound,russian rouble,us dollar and chinese yuan.i have to consider all these univariate time series as a multivariate series and check their stationarity.
i hope i made it clear. thanks for the help.
Kind wishes.