Cointegration on multiple pairs. Urgent!!
Posted: Tue Apr 12, 2011 5:18 am
Im working on my msc econometrics assignment, and I am currently running co-integration tests on 20 equity indices series to find relationships, but
I would like to know how I can run multiple tests, so that all series are tested against each other, in pairs. Is this possible? Can someone send me step by step processes - im not good with programming – I prefer to use Eviews functions instead.
I would greaty appreciate a quick response. Cheers
I would like to know how I can run multiple tests, so that all series are tested against each other, in pairs. Is this possible? Can someone send me step by step processes - im not good with programming – I prefer to use Eviews functions instead.
I would greaty appreciate a quick response. Cheers