Johansen Test
Posted: Thu Feb 19, 2015 4:44 am
I know this might sound stupid, but do I run the Johansen test using my original data, lagged data or on my data at first difference?
and also is it normal for the trace test give a different answer to the max-eigenvalue ?
Thanks
D
and also is it normal for the trace test give a different answer to the max-eigenvalue ?
Thanks
D