Johansen's cointegration test

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stimpy
Posts: 1
Joined: Tue Apr 27, 2010 3:42 am

Johansen's cointegration test

Postby stimpy » Tue Apr 27, 2010 4:22 am

Hey,

maybe it is a very simple question, but can Johansens test be done with only two time series also or is it for more than 2? I undrestand it is for searching more than 1 cointegrating relations and it is for multiple variables, but Im a bit confused if it can be done with only 2 also?

thank you

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