Search found 1 match
- Sat Dec 18, 2010 12:06 pm
- Forum: Econometric Discussions
- Topic: Dickey Fuller for Multiple Regression Models
- Replies: 19
- Views: 48933
Re: Dickey Fuller for Multiple Regression Models
Hi, I am trying to test for stationarity in a multivariate series. I used the ADF test to test individual variables and found some independent variables to be non-stationary when integrated at level but stationary when integrated of order one. My question now is that can I continue to run the multiv...