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Cointergration - what is the process?

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Cointergration - what is the process?

Posted: Sat May 13, 2017 8:31 am
by ConfusedaboutEViews
Hi all,

I have 2 time series & I need to determine whether they are cointergrated. I know that both series are I(1) but I am unsure of what the next step is?

Re: Cointergration - what is the process?

Posted: Sun May 14, 2017 9:14 am
by EViews Mirza
You need to run a test for cointegration; either Engle-Granger, Johansen, or ARDL (Bounds Test).
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