How to carry out a co-integration test with Eviews?
Posted: Tue Jun 08, 2010 10:22 am
I have data relating to the stock market index and real GDP. The time series are of first order integrated. Thus, how can I test for co-integration between the two variables (by means of Eviews)? What deterministic trend shall I adopt and what lag lenght?
Thank you.
Thank you.