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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

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.