In the single equation setting, EViews provides views that perform Engle and Granger (1987) and Phillips and Ouliaris (1990) residual-based tests, Hansen’s instability test (Hansen 1992b), and Park’s Hp, q added variables test (Park 1992).System cointegration testing using Johansen’s methodology is described in “Johansen Coin- tegration Test” on page 849.Note that the Engle-Granger and Phillips-Perron tests may also be performed as a view of a Group object.
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