Hi Everyone,
I need quick help from someone. I will highly appreciate you.
I have 10 variables. Three of them are at level stationary and seven are first difference stationary. When I am doing Johansen Cointegration test; the result shows that four variables are cointregrated. Can you please tell me how I can estimate these variables or how can I proceed next.
Thanking you
BABUL
Urgent help for Estimation
Moderators: EViews Gareth, EViews Moderator
Re: Urgent help for Estimation
I'm no expert on this either, so take my advice lightly:
Would it make sense to take the first difference of all time series such that the common drift is gone?
You could also logarithmically transform the series.
Would it make sense to take the first difference of all time series such that the common drift is gone?
You could also logarithmically transform the series.
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