The RATS Software Forum • Cointegrating Regression Durbin Watson

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Cointegrating Regression Durbin Watson

Posted: Sat Aug 30, 2014 10:33 am

by Petros

Hi all,

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

Your help will be greatly appreciated.

Petros

Re: Cointegrating Regression Durbin Watson

Posted: Sat Aug 30, 2014 12:51 pm

by TomDoan

Don't you just take the DW statistic and interpret it differently?

Re: Cointegrating Regression Durbin Watson

Posted: Tue Sep 02, 2014 10:15 am

by Petros

Many thanks Tom.