Lag Selection and Johansen Cointegration Test
Posted: Sun Jan 29, 2017 7:39 pm
Hello all. i have annual data from 1980 to 2015 which means 36 observation.
i already run the lag selection criteria and it show the appropriate lag is 5, but when i try to run the Johansen Cointegration Test with lag 5 it show Near Singular Matrix. anyone can help me with this?
Thank You in Advance
i already run the lag selection criteria and it show the appropriate lag is 5, but when i try to run the Johansen Cointegration Test with lag 5 it show Near Singular Matrix. anyone can help me with this?
Thank You in Advance