Engle Granger test versus johasen test

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sami7892008
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Joined: Thu Nov 01, 2012 11:44 pm

Engle Granger test versus johasen test

Postby sami7892008 » Fri Nov 16, 2012 3:09 am

i search a cointegration realation between expenditure et revenues (% GPD), it's possible that the johasen tets reject does not reject the null hypotheses , or when i do the Engle Granger test i found that the residuals are stationnary .

please i need an answer . thank you .

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