How can I determine the "lag interval" in Johansen co-integration test?
right side of the box where it says "lag intervals".... The default is "1 1",
my data period is 1990-2012.
I kindly thank you for your help...
best regards,
lnp3
Johansen cointegration lag selection
Moderators: EViews Gareth, EViews Moderator
Johansen cointegration lag selection
dear Eviews Glenn or others expert in this subject,
How can I determine the "lag interval" in Johansen co-integration test?
right side of the box where it says "lag intervals".... The default is "1 1",
my data period is 1990-2012.
I kindly thank you for your help...
best regards,
lnp3
How can I determine the "lag interval" in Johansen co-integration test?
right side of the box where it says "lag intervals".... The default is "1 1",
my data period is 1990-2012.
I kindly thank you for your help...
best regards,
lnp3
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