Lag length for johansen cointegration test

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Frank89
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Joined: Fri Jan 07, 2011 12:34 pm

Lag length for johansen cointegration test

Postby Frank89 » Fri Jan 07, 2011 1:21 pm

Hello,
I'm attempting to use the johansen cointergation test in Eviews and wanted to be sure I'm setting the lag interval right. I ran a VAR in levels to find the optimum lag. Using both Hannan-Quinn and Schwarz criterion I get 1 lag in levels.
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So in short my question is this, would this be entered as 0 0 in the lag intervals as shown below?
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Thanks for your help and time.
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