Lag intervals in Johansen cointegration test

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eviews1
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Joined: Mon May 02, 2016 8:55 am

Lag intervals in Johansen cointegration test

Postby eviews1 » Thu Jul 07, 2016 9:19 am

Hello,

What is the difference between setting lag intervals in Johansen test as "0 1" vs "1 1"?

Thank you.
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