Just to add the answers of your direct questions: what do i do for the variables which dont pass the ADF test for unit root ?
By definition if some variables are of order "d" and some are of "d1" (d1 < d) then still the system will have order "d". Therefore you can put all your variables into Rank test what is the purpose of the ADF test at all? http://en.wikipedia.org/wiki/Augmented_Dickey%E2%80%93Fuller_test HTH -- View this message in context: http://r.789695.n4.nabble.com/Cointegration-tp3679697p3680216.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
