Engle Granger test versus johasen test
Posted: 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 .
please i need an answer . thank you .