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by rommellh
Sun Apr 10, 2016 5:58 am
Forum: Econometric Discussions
Topic: stationarity of CPI(price index)
Replies: 2
Views: 3750

Re: stationarity of CPI(price index)

If at levels a variable with an intercept alone is non-stationary but with intercept and trend it is stationary (I would think this suggests the variable is trend stationary), do you conclude stationarity and proceed modelling? Or must you first detrend the variable, run the unit root test once more...

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