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Perform the engle-granger test for cointegration on pricon

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Q2. a) Perform the Engle-Granger test for cointegration on PriCon and PerDisInc. What do you conclude? 

b) If you concluded in part (a) above that the two variables are CI(1,1), estimate the long-run equilibrium relationship between PriCon and PerDisInc by the DOLS and FMOLS methods. Briefly comment on the results.


Attachment:- 201585_1_assignment-3.pdf

Reference no: EM13273835

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