cointegration with variables I(2) or with different I
Posted: Fri Dec 04, 2015 4:03 pm
Hi, I have two variables which are integrated I(2). Can I use Johansen test to test for cointegration?
I also have another two variables, but the first one is I(2) and the second one is integrated in higher order. How can I test them for cointegration?
I also have another two variables, but the first one is I(2) and the second one is integrated in higher order. How can I test them for cointegration?