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VAR nonstationary series
Posted: Wed Jul 05, 2017 4:48 am
by zhanghuifd
I have a question. If some series are nonstationary, can they be included into a VAR model?
Re: VAR nonstationary series
Posted: Tue Jul 11, 2017 5:17 pm
by EViews Mirza
Yes, they can.
Re: VAR nonstationary series
Posted: Wed Jul 26, 2017 4:13 pm
by harek
but dont you then have to take the first difference to include them?