In order to apply the Maki (2012) Cointegration test are all series required to be stationary ~I (1) ?
See these links:
Article Tests for cointegration allowing for an unknown number of breaks
https://www.aptech.com/blog/a-guide-to-conducting-cointegration-tests/
https://dergipark.org.tr/en/download/article-file/1410403
Article Trivariate modelling of the nexus between electricity consum...
Thank you, prof. @remal.
Appreciate your kindness.
Thank you, prof João Bento
appreciate your help.
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