I checked a series for stationarity when I put lag length 1 according to AIC criteria , it was stationary at level , but when I changed the lag to 2 then the series was non stationary....can some body help wether the series in actual is staionary or not.
Thanks
Search found 4 matches
- Fri Jun 01, 2012 7:57 am
- Forum: Econometric Discussions
- Topic: ADF Criterion Selection
- Replies: 2
- Views: 3335
- Fri Jun 01, 2012 7:53 am
- Forum: Econometric Discussions
- Topic: ADF Criterion Selection
- Replies: 2
- Views: 3335
Re: ADF Criterion Selection
I also facing the same problem....
- Fri Jun 01, 2012 7:50 am
- Forum: Estimation
- Topic: Correlogram of Cross-correlations
- Replies: 5
- Views: 6415
Re: Correlogram of Cross-correlations
Thanks for it ...Please how to test the significance of the cross correlation like at 1 5 and 10 perecent level of significance.
- Sun May 20, 2012 11:53 am
- Forum: Estimation
- Topic: Correlogram of Cross-correlations
- Replies: 5
- Views: 6415
Re: Correlogram of Cross-correlations
Hallo
I am want to estimate cross correlation in Eviews 7 ....can any one help me...thanks a lot...
I am want to estimate cross correlation in Eviews 7 ....can any one help me...thanks a lot...