(Stata13): How to Perform Johansen Cointegration Test #var #vecm #Johansen #cointegration

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): https://drive.google.com/drive/u/1/folders/1Ke7SVDfieGy-JRJ4Jzg79q-0h6W28EAj Follow up with soft-notes and updates from CrunchEconometrix: Website: http://cruncheconometrix.com.ng Blog: https://cruncheconometrix.blogspot.com.ng/ Forum: http://cruncheconometrix.com.ng/blog/forum/ Facebook: https://www.facebook.com/CrunchEconometrix YouTube Custom URL: https://www.youtube.com/c/CrunchEconometrix Stata Videos Playlist: https://www.youtube.com/watch?v=sTpeY31zcZs&list=PL92YnqQQ1gbjyoGWR2VUemNPU93yivXZx EViews Videos Playlist: https://www.youtube.com/watch?v=znObTs4aJA0&list=PL92YnqQQ1gbghRSJURtz08AZdImbge4h-