Search found 2 matches
- Tue Aug 11, 2009 10:25 pm
- Forum: Econometric Discussions
- Topic: Emergency!!! Time series problem
- Replies: 2
- Views: 3909
Re: Emergency!!! Time series problem
Is there anyone who can help me? Appreciate it!
- Tue Aug 11, 2009 2:02 pm
- Forum: Econometric Discussions
- Topic: Emergency!!! Time series problem
- Replies: 2
- Views: 3909
Emergency!!! Time series problem
Hi guys, I am doing my thesis now, but I encountered some problems. Some of the variables follow I(1), some follow I(2), according to the ADF unit root test. Does that means I can not contact Johanson cointegration test? In my point, I take the first difference of those variables following I(2), the...