Cointegration test on reseduals

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moojf
Posts: 15
Joined: Sun Mar 21, 2010 8:09 pm

Cointegration test on reseduals

Postby moojf » Tue Mar 23, 2010 1:20 am

HI

When I test for Granger cointegration using Eviews.
and when testing the resduals for Granger cointegration

in what level should i make the test : Level or 1st difference?

Thanks
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