Help with VAR

For econometric discussions not necessarily related to EViews.

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Jopo
Posts: 2
Joined: Thu May 28, 2009 10:07 am

Help with VAR

Postby Jopo » Thu May 28, 2009 10:16 am

Hi,

I want to run a VAR with seven different time series using EViews.

Now I wonder:

a. When I test for unit roots, shall I test every time serie by itself or as a group? What shall I look for in the results?

b. How do I deside number of laggs and where shall I use this information later?

c. What shall I look for in the results after using Johansen´s cointegration?

d. How do I take all of the above into account when finally running the VAR?

Thanks in advance

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