The Johansen test is used to test cointegrating relationships between several non-stationary time series data. Compared to the Engle-Granger test, the Johansen test allows for more than one cointegrating relationship. The number of cointegrating vectors that are possible when applying the Johansen test depends on the number of variables in the system and whether they all have unit roots. If there are three variables each with unit roots, there are at most two cointegrating vectors. More generally, if there are n variables which all have unit roots, there are at most n-1 cointegrating vectors.
The solution for binary mediators and DVs is possible as noted above. When the mediator and/or DV multinomial, the approach requires differs. The following may be useful in terms of cited literature or approach outlined depending on your needs https://doi.org/10.1177/0022243719881618
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