Johansen Cointegration Test
Posted: Fri Sep 27, 2013 2:50 am
Dear Eviews Forum
I use Johansen Cointegration Test to test my data. I want to ask how I can determine options in Jonhansen test, for expamle: deterministic trend assumption of test, lag intervals, and what is CE means?
Thank you.
I use Johansen Cointegration Test to test my data. I want to ask how I can determine options in Jonhansen test, for expamle: deterministic trend assumption of test, lag intervals, and what is CE means?
Thank you.