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How do I perform multivariate ADF testing?

https://forums.eviews.com/viewtopic.php?t=9935

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How do I perform multivariate ADF testing?

Posted: Sun Apr 06, 2014 9:33 am
by Seeking_Knowledge
Hello

If I have 3 dependent variables and 3 independent variables - is it possible to perform a multivariate ADF test.

Please see attached file example

Re: How do I perform multivariate ADF testing?

Posted: Tue Apr 08, 2014 7:15 am
by Seeking_Knowledge
.

Re: How do I perform multivariate ADF testing?

Posted: Tue Apr 08, 2014 7:21 am
by EViews Glenn
Multivariate ADF tests are not a built-in feature in EViews 8.

Re: How do I perform multivariate ADF testing?

Posted: Tue Apr 08, 2014 7:24 am
by Seeking_Knowledge
.

Re: How do I perform multivariate ADF testing?

Posted: Tue Apr 08, 2014 7:32 am
by Seeking_Knowledge
.
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