unit root test

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Posts: 35
Joined: Thu Jul 28, 2011 3:27 pm

unit root test

Postby lisa » Sun Oct 18, 2020 1:05 pm

I want to estimate a VAR model with 3 variables (log(x), log(y) and log(z)).
Please I have to test the stationarity of variables (x, y and z) or the stationarity of the log of variables (log(x), log(y) and log(z))??

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 9 guests