Dear Edu Machuca ,

Please indicate the nature of your data - panel/longitudinal, timeseries, etc. That would help/guide in making recommendations of the suitable procedure to apply.

All the best!

According to Wikipedia, Cointegration is a statistical property of a collection (X1, X2, ..., Xk) of time series variables. First, all of the series must be integrated of order d. Next, if a linear combination of this collection is integrated into the order less than d, then the collection is co-integrated. Formally, if (X, Y, Z) are each integrated of order d, and there exist coefficients a,b,c such that aX + bY + cZ is integrated of order less than d, then X, Y, and Z are cointegrated. Cointegration has become an important property in contemporary time series analysis. Time series often have trends—either deterministic or stochastic.

For more information, perhaps you should read the papers entitled "A Guide to Conducting Cointegration Tests" and "Cointegration. Overview and Development."

Better to segregated the resources.Ex:hydroelectricity and agri. Coal and petroleum or oil uranium,plutonium and thorium

To segregate the first four resources as one part and the other as the second part. Because the price and availability of the resources are different from each