Number of data days

for doing johansen test how many days of data i have to take?

There is no fix time horizon for implementing the Johansen test. However, using a higher number of days doesn't make sense as company dynamics and market condition changes. 



I use 60 days of data while implementing the Johansen test. However, you can also calculate the half-life of spread to check when it is mean-reverting and choose days accordingly.