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Johansen Cointegration Test-VECM-I(2) and Multicointegration
Posted: Tue Jun 12, 2012 2:46 am
by josef.hodek
Can Eviews create Johansen cointegration test with I(2) series? Can Eviews create Multicointegration test e. g. series: I(2), I(2), I(1). Thank you.
I used to Eviews 7.2 Standard Edition - May 29. 2012 build.
Re: Johansen Cointegration Test-VECM-I(2) and Multicointegra
Posted: Mon Apr 15, 2013 6:24 am
by ranai
having the exact same problem right now, 4 of my variables are I(2) and one is I(0). My supervisor is absolutely useless she said that I could still run a johansen test and it was fine but I have just discovered that is not the case. Did you find a solution to the issue? I would really really appreciate the help.
cheers
Re: Johansen Cointegration Test-VECM-I(2) and Multicointegra
Posted: Mon Apr 15, 2013 6:48 am
by aacasiobuk
This might be helpful
http://qkme.me/3tx2p6