Econometrics, expectations of yeild curve cointigration help

Posted on 2014-04-01 11:58:00 in Economics by KEVIN

I have been given a set of data (interest rates) and using Eviews (with little to no help for assesor) i need to "Cointigrate on a pairwise basis these rates under the expectatiosn theory of the yield curve"



I have no idea even how to begin doing this as im sure most of my peers are in the same position, we have also never even used Eviews.



I would like to know how i would go about doing this. I have tried finiding the unit roots for the data (data is given under different columns all of different time lenghts of the interest rates) but i dont even know what lags or conditions to pick such as (trend, trend with intercept or none) or even what the numbers in the output mean?



could anyone help, or point to a site that has a literal step by step explanation of what everythign means and how to do this?

---

Answer Comment

No Answers Posted Yet.