cointegration test

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mahdi_0462375
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Joined: Sat Aug 23, 2014 3:48 am

cointegration test

Postby mahdi_0462375 » Sat Aug 23, 2014 4:03 am

Hi
I have some question about this:
1. When I done co-integration test with Engel-Grenger equation (ols model) between two variables, I saw auto-correlation in residual.
In next step: Is it necessary to eliminate auto-correlation of residual for unit root test????
2.how can I deiced my series is TSP or DSP in Eviews software????

thanks.
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