Search found 4 matches
- Fri Aug 28, 2015 5:03 pm
- Forum: Econometric Discussions
- Topic: Engle Granger and ECM?
- Replies: 0
- Views: 2331
Engle Granger and ECM?
Dear all, I am doing cointegration test between 4 variables, inflation (dependent) exchange rate, interest rate and output (independent). I use the Engle & Granger cointegration test. The cointegrating regression is the folowing LCPI c LNEER InterestRate LY The steps I have done are the followin...
- Sun Aug 02, 2015 6:15 am
- Forum: Econometric Discussions
- Topic: How can I make non stationary data into stationary?
- Replies: 1
- Views: 2566
Re: How can I make non stationary data into stationary?
Can somebody please answer me?
- Sat Aug 01, 2015 9:55 am
- Forum: Estimation
- Topic: Time series and non-stationary variables?
- Replies: 2
- Views: 6317
Re: Time series and non-stationary variables?
can you tell me the way of including the first differences of data - ex. y c x1 x2 x3 are levels, and dy c dx1 dx2 dx3 are first differences?
And if i use log of data will i get stationary data form non stationary data integrated of (I)1?
And if i use log of data will i get stationary data form non stationary data integrated of (I)1?
- Sat Aug 01, 2015 9:23 am
- Forum: Econometric Discussions
- Topic: How can I make non stationary data into stationary?
- Replies: 1
- Views: 2566
How can I make non stationary data into stationary?
i have this regression inflation c nominal effective exchange rate + interest rate + industrial production . When i tested this series for stationarity i get a result that all are integrated of (I)1, they are stationary in their first differences. My question is what should i do, how to fix this iss...