Guided tour on Johansen's cointegration analysis

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Visit Link Description: describes a pratical example of using it to analyse data. theory is not much detailed but you get the idea of what all is involed even to run the GUI Discuss this paper	Submitter: vanna Publisher: Not Specified Published: Wed, 23-Apr-2008 ICRA: EC - Early Childhood linked: 1404 times Rating: (2 Votes)

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Anonymous	Posted: 2011/2/18 7:19 Updated: 2011/2/18 7:19
	Guided tour on Johansen's cointegration analysis Good day i ran a co integration test but after words i had three co integrating equations and i do not know what to do

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Anonymous	Posted: 2011/2/18 9:10 Updated: 2011/2/18 9:10
	Guided tour on Johansen's cointegration analysis Hi, there is another version of the GUI uploaded here on this website. please search on johansen cointegration in software section, and there is an faq on how to interpret the results. for a practial example of how to use johansen's test for trading, please see project on triplet finder in software section