Johansen test issue

Good morning everyone,
I have to use the vector auto regression model to establish the relationship among 4 variables.
According to the VARSelect function i have to choose lag=1 since the AIC of lag1 represent the lowest value. After that I used Johansen test but an error message had been displayed ( Error in, K = 1) : K must be at least K=2.)
what shall i do ?

This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.