Hello ,
please i have a question and I'll be appreciated if anyone help me :
i am running a unit root test ( ADF test ) in order to check if the variables are stationary or not
unlike the other versions of Eviews : in the Unit root test screen i have to enter the lagged difference and i am confusing what should i have to put ? 0,1, when i want to test the variables at level
and when i want to test the variables at first difference what lagged difference should i choose ?
ADF test on Eviews 4
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Re: ADF test on Eviews 4
The lagged differences are the whitening variables, not the variable to test. The documentation describes the basic ideas behind the two different concepts
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