non normal distribution

[rahma]

Hello

The temporal serie is not normal distributed, even when i enter the Log

What solution do you suggest to me?

[startz]

What exactly is the problem with the series being non-normal ?

[rahma]

for the cointegration test, i have 3 temporal series and they are all non normal, it does not matter»?

[startz]

The series being normal is not of any relevance for cointegration tests. Normality of series is almost never important. Normality of errors sometimes matters, but not often.

[rahma]

ok, thank you

[Cabinho]

Hi,

Is non normal distribution in cross sectional data a problem?

If it is still existent even after logging data, what can be done?

Thank you

[startz]

Non-normality of data is rarely a problem in large samples unless the departure from normality is extreme.