Johansen Cointegration Test. Model Two. STATA

[@musabbangash624]

sir what will be the interpretation of if the rank 1 in trace statistic > critical value but same rank 1 in max statistic < 5% critical value?

[@musabbangash624]

please help me!

[@nayef666]

Do you assign the lags based on optimal lag selection test? also, why choose constant and not trend? I mean if we do unit root tests for three models from ADF, do we do the same here i.e. constant, constant + trend, and no constant or trend?

[@sayedhossain23]

Are u talking about Unit Root Test? If it is, in that case you need to check all three such as, constant, constant and trend, and none. I guess I have tested all three one by one.

[@SnowRider757]

Hi, the variables, you used here, you took the first differences for the VECM or are you just using the variables without taking their first differences? Thank You

[@sayedhossain23]

VECM automatically converts the variables into first differenced. So you put level data in VECM estimation and it will become first differenced after estimation meaning stationary.

[@selamawitlegesse4415]

Dear Sir, Before testing co-integration we have to test the stationary of variable.The hypothesis that variables should be non stationary at level is it related with the first Agument dicky fuller test that we take for the varibles?

[@sayedhossain23]

selamawit legesse Please join Hossain Academy below and post your question. I shall reply if I know the answer. The link is below.facebook.com/groups/hossainacademy/

[@surojitdey574]

Sir kindly make a video on factor analysis in spss

[@surojitdey574]

Very useful

[@shimasangsari3302]

i have question about , if there is no cointegration among variables and whether we can run svar models ?

[@sayedhossain23]

I have not done anything with SVAR...unable to comment...

[@shimasangsari3302]

Sayed Hossain thanks .do you know any lecturer learn cointegration test with svar method ?thanks so much

[@sayedhossain23]

I guess you can search it on line. I do not know anyone personally..

[@shimasangsari3302]

thanks so much Sayed Hossain

[@sayedhossain23]

u are welcome