Message-ID: <1311150379824-3680216.post@n4.nabble.com>
Date: 2011-07-20T08:26:19Z
From: Arun Kumar Saha
Subject: Cointegration
In-Reply-To: <1311120924495-3679697.post@n4.nabble.com>
Just to add the answers of your direct questions:
what do i do for the variables which dont pass the ADF test for unit root ?
By definition if some variables are of order "d" and some are of "d1" (d1 <
d) then still the system will have order "d". Therefore you can put all your
variables into Rank test
what is the purpose of the ADF test at all?
http://en.wikipedia.org/wiki/Augmented_Dickey%E2%80%93Fuller_test
HTH
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