Johansen cointegration lag selection
Posted: Tue Oct 22, 2013 6:12 am
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