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Cointegration
Posted: Wed Jul 11, 2012 7:14 am
by tinfah
Hi Gareth
The Eviews output for cointegration give the 0.05 CV for both the trace and max-eigen statistics.
Is there any way, i can get the 0.01 and 0.10 CV as a comparison in the same output.
Thanks
Re: Cointegration
Posted: Wed Jul 11, 2012 7:43 am
by EViews Gareth
No.
Re: Cointegration
Posted: Wed Jul 11, 2012 5:18 pm
by tinfah
Hi Gareth,
Thanks for the reply. Is there any way I can get those CV numbers - from statistical tables in text books? I will be happy to know the reference for them.
Re: Cointegration
Posted: Thu Jul 12, 2012 5:37 am
by tinfah
Are the critical values in MHM option under Johansen Cointegration test the same? Since there is no option to display all the CV at the same time, I have to change it each time to get the different CV under different level?
Re: Cointegration
Posted: Thu Jul 12, 2012 8:50 am
by EViews Gareth
Right.
Re: Cointegration
Posted: Thu Jul 12, 2012 7:55 pm
by tinfah
Thanks