Cointegration Analysis and VAR?

• Official comment

  

  Mohamad

  February 26, 2021 16:06

  Hello Pedro, It is definitely in our near future plans. I will keep this page up to date, so pleases stay tuned.

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  Mohamad

  November 13, 2013 03:32

  Johansen test (both trace and maximum eigenvalue tests) are part of NumXL 1.62. 

  Vector error correction model and VAR are planned next.

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• 

  Pedro Gomes Santos

  February 25, 2021 20:35

  Hello,

   

  Please advise when the VAR(p) functionality is available.

  Kind regards

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  Pedro Gomes Santos

  February 26, 2021 10:34

  Hello Team,

   

  Is there any ETA ?

  Will Granger-Causality test be added aswell?

  Kind regards,
  Pedro

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  Mohamad

  February 26, 2021 16:10

  Pedro, we have this vital test in our plans as well. Check out this link: https://support.numxl.com/hc/en-us/community/posts/204565153-Granger-Causality 

   

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