hi
I have questions.
for J.c can i use raw data?
for estimating lag for J.c we use var s lag estimating for it.my question is about that for J.c test can i use var lag or i shoud use (var lags-1)?in some refrences i see for example if var lags were 3for J.c they use 2.
Johansen cointegration test
Moderators: EViews Gareth, EViews Moderator
Re: Johansen cointegration test
the data should integrated of the same order. non stationary at level and stationary in 1st difference. you could run the modified data instead to avoid confusion on lag selection
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rosemaryam
- Posts: 2
- Joined: Sun Sep 01, 2013 12:31 pm
Re: Johansen cointegration test
thanks.
can u explain me.how can i modifiy data in eviews?
can u explain me.how can i modifiy data in eviews?
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