Q2. a) Perform the Engle-Granger test for cointegration on PriCon and PerDisInc. What do you conclude?
b) If you concluded in part (a) above that the two variables are CI(1,1), estimate the long-run equilibrium relationship between PriCon and PerDisInc by the DOLS and FMOLS methods. Briefly comment on the results.
Attachment:- 201585_1_assignment-3.pdf