Hey, guys,
I have one problem with Johansen cointegration test and wish you could help me.
I know the the variables needs to be intergrated into the same order in order to use Johansen test and my variables are all I(1) series.
My questions is when we conduct Johasen cointegration test, do we use the level series or the difference series???
It will be nice to hear from you and thank you very much!!!!
Leve or difference series for Johansen cointegration test??
Moderators: EViews Gareth, EViews Moderator
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sami7892008
- Posts: 3
- Joined: Thu Nov 01, 2012 11:44 pm
Re: Leve or difference series for Johansen cointegration tes
for doing this test you use the series in level , and eviews make the test after that in difference , because the test of johansen is in the difference .
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