e/Johansen test

Information
has gloss	eng: In statistics, the Johansen test , named after Søren Johansen, is a procedure for testing cointegration of several time series. This test does not require all variables to be in the same order of integration, and hence this test is much more convenient than the Engle–Granger test for unit roots which is based on the Dickey–Fuller (or the augmented) test.
lexicalization	eng: Johansen test
instance of	c/Statistical tests