Cointegrating Regression Durbin Watson

Questions and discussions on Time Series Analysis
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Petros
Posts: 12
Joined: Mon Aug 25, 2014 2:20 am

Cointegrating Regression Durbin Watson

Unread post by Petros »

Hi all,

Is there any RATS procedure for running the Cointegrating Regression Durbin Watson Test?

Your help will be greatly appreciated.

Petros
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Cointegrating Regression Durbin Watson

Unread post by TomDoan »

Don't you just take the DW statistic and interpret it differently?
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Petros
Posts: 12
Joined: Mon Aug 25, 2014 2:20 am

Re: Cointegrating Regression Durbin Watson

Unread post by Petros »

Many thanks Tom.
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