This video shows you how to perform the Johansen cointegration test using Stata13. After performing stationarity test, there are three (3) likely outcomes: the series may turn out to be I(0), I(1) or a combination of both. So what do you do next? This hands-on tutorial shows you what to do in Stata13 when series are I(1), that is, first difference-stationary series.

Here is the link to the ex21-1.wf1 dataset (EViews file) used for this tutorial (endeavour to have a Google account for easy accessibility): [ Ссылка ]

Follow up with soft-notes and updates from CrunchEconometrix:

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