On Sun, 18 Dec 2011, clarodina(a)lycos.com wrote:
[once again, HTML only -- please do NOT do this!]
1. The final ADF regression in the Engle-Granger test does not
include any deterministic terms (thus, no constant).
2. After running a regression in the GUI you can always save
the residual, under the Save menu in the model window, then
you can graph it against anything you like.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC