Cointegration test on reseduals
Posted: 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
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