I have conducted the Johansen Cointegration test on 7 sets of times series data. The results indicate 3 cointegrating variables. How do I use this ?

I am using the ARDL model in Eviews to test for both long run and short run relationships. Given three cointegrating equations, I am unsure as to which to use for my long run equation.

22 December 2017 2,974 4 View