cointegration

e VAR model. Use information criteria like Akaike Information Criterion (AIC), Schwarz Bayesian Criterion (SBC), or Hannan-Quinn to determine optimal lag length. In EViews: Go to `Quick` > `Estimate VAR...` Specify the lag length and variables. Perform the Johansen Cointegration Test With the VA

ls, these tools enable researchers and analysts to uncover stable relationships that persist over time, providing valuable insights for economic modeling, financial analysis, and policy formulation. Mastering these advanced concepts enhances the robu